Prof. Giovanni Pantuso, University of Copenhagen
Chair: Prof. Luca Bertazzi, University of Brescia
When: Tuesday, April 16th, 2024, 11:00 AM
Where: Sala della Biblioteca, San Faustino Building
In this talk we focus on stochastic programs where we allow first-stage decisions to determine the probability distribution of the underlying random variables. To solve the resulting problems, we extend and adapt the well-known L-Shaped method. The method in based on a novel, unifying, formulation and on distribution-specific optimality and feasibility cuts for both linear and integer stochastic programs.