随机优化专题讲习班

随机优化是数学规划的重要分支,是在不确定性环境下做出决策的数学方法.作为优化理论与概率统计方法的结合,随机优化在投资组合、工程管理、生态和交通等领域有着广泛的应用.近年来,随着经济社会的高速发展,人们越来越多地运用随机优化来解决实际问题,这促使随机优化成为现代优化领域研究的重要课题.为国内运筹学学者进一步掌握随机优化及其相关领域的理论与方法和最新研究进展,从而推动国内学者在该领域的研究,申请者计划2018年6月30日至2018年7月21日在重庆师范大学为国内研究生和青年学者举办一个为期3周的专题讲习班,讲授共84学时与随机优化相关的课程.主要讲授随机二阶段和多阶段优化问题的相关理论与最新进展、随机多目标优化问题研究和带有概率约束和均衡约束的随机优化问题的研究等.

Stochastic optimization is an important branch of mathematical programming. It is the mathematics for decision making under uncertainty. As the combination of optimization theory, probability and statistic, stochastic optimization has wide applications in a lot of areas, such as: portfolio optimization, engineering management, ecology and transportation, etc. In recent years, with the the rapid development in economy and society, more and more people use stochastic optimization to solve the practical problems, which promotes to stochastic optimization become an important research direction in the modern optimization. In order to learn more about the theory and methods of stochastic optimization, and improve the relevant research and solve, we plan to hold a 3-weeks’ workshop from June 30, 2018---July 21, 2018 in Chongqing Normal University. And three with total 84 hours’ courses related to the stochastic programming field will be given for graduate students and young scholars to promote their research in this field. The main contents include the theory of two stage and multistage stochastic optimization and its recent development, the stochastic multiobjective programming and the stochastic optimization problems with probabilistic constraints and equilibrium constraints.