Stochastic optimisation plays a central role across diverse fields and industries. The workshop focuses on stochastic optimisation and its applications in the energy sector and green finance. Our aim is to foster discussion and dissemination of state-of-the-art research in this field.

The schedule will be: 

13:15-14:00, R. Tyrrell Rockafellar (University of Washington): "Solving nonconvex problems in stochastic optimisation by progressive hedging"

14:00-14:30, Spyridon Pougkakiotis (King's College London): "Strong duality in risk-constrained nonconvex functional programming"

14:30-15:00, Break

15:00-15:30, Michel De Lara (École nationale des ponts et chaussées): "Usage values in a large multi-node system for prospective studies of energy systems"

15:30-16:00, Jean-Philippe Chancelier (École nationale des ponts et chaussées): "Multistage stochastic optimisation of a mono-site hydrogen infrastructure by decomposition techniques"

16:00-16:30, Break

16:30-17:00, Teemu Pennanen (King's College London): "Optimal Operation and Valuation of Electricity Storages"

17:00-17:30, Ari-Pekka Perkkiö (Ludwig-Maximilians-Universität München): "Regularity of Bellman functions in stochastic optimisation and control"es"

Admission is free, but registration is required for non-King’s guests (this is to ensure smooth entry on the day).

Please check in at Bush House Reception on arrival.

We look forward to seeing you there!