Title: Stochastic Programming: Models, Instances and Computation

Speaker: Prof. Horand ("Gus") Gassmann, Dalhousie University

Date/Time: Monday, February 19, 2007, 10:00am – 11:00am

Location: CSRI Building, Room 90 (Sandia, NM)

Brief Abstract: This talk gives an introduction to stochastic programming.  I will define several different models for treating uncertainty and will describe ways to represent these models in algebraic modeling languages, text files, XML formats, as well as internal data structures.  I will finally present computational results for two classes of multistage recourse problems.

CSRI POC: David M. Gay, (505) 284-1456