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Dipartimento di Scienze aziendali, economiche e metodi quantitativi

Stochastic Optimisation and Data Analytics for Computational Management

Area bacheca: 310&

University of Bergamo - Department of Management, Economics and Quantitative Methods
Georgia Institute of Technology

2018 WORKSHOP on
Stochastic Optimisation and Data Analytics
for Computational Management

University of Bergamo, DMEQM
8th-9th February 2018

The field of stochastic optimization has grown over the years attracting both theoretical and applied contributions spreading from finance to energy, supply chain management, revenue management and operations management, in this way becoming a core and central stream in Operations research and Management science. The solution of complex management problems under uncertainty as well as the definition of optimal strategies through time, furthermore, appears both theoretically and practically increasingly dependent on large information flows and the adoption of computationally intensive statistical approaches. From the stochastic optimization perspective the area of big data analytics leads naturally in several application domains to an extension of current mathematical formulations to integrate evolving probability spaces and information sets, investigate problems' decision consistency and coherence with longly established optimisation paradigms. From a data analyst viewpoint, on the other hand, stochastic optimisation offers a variety of numerical and optimization algorithms until now only seldomly adopted in the Big data domain but expected in the future to penetrate significantly this scientific field with the adoption of heuristic approaches and decomposition methods. It has been highlighted that data analytics and the growing importance of machine learning approaches in the industry is problem-dependent and the techniques employed are to a large extent problem-specific.


  • management problems
  • finance and economics
  • energy management
  • supply chains and logistics
  • revenue management
  • operations management

Organizing committee

EWG - Stochastic Optimization

Links, News, Documents
Thursday, February 8, 2018
Friday, February 9, 2018
Call for papers