Stochastic programming
M2 MODO, Université Paris Dauphine-PSL, 2025-2026
Course goals
Survey the key classes of problems in stochastic programming.
Course material
Board for lecture 1 (Introduction, two-stage stochastic programs)
PDF
Board for lecture 2 (Chance constraints)
PDF
Board for lecture 3 (Risk measures)
PDF
Board for lecture 4 (Algorithms for two-stage stochastic programs)
PDF
Notebook for lecture 4
ZIP
Board for lecture 5 (Algorithms for multi-stage stochastic programs)
PDF
Notebook for lecture 5
ZIP
Exam 2023-2024 with solutions
PDF
Exam 2024-2025 with solutions
PDF
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