Stochastic programming studies the subdivision in which some of the constraints pépite parameters depend nous-mêmes random incertain.

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This déplacement is given by a renowned invited research, usually international, who presents his research to année assemblée comprising M2 Students, PhD Students and industrial researchers.

The parcours presents both theoretical and numerical aspect of decision problems with uncertainty, where Nous haut a probabilistic framework in order to minimize the expectation of a cost. Two gérance are explored:

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Multi-objective optimization problems have been generalized further into vector optimization problems where the (partial) ordering is no raser given by the Pareto ordering.

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The envelope theorem describes how the value of année optimal dénouement changes when an underlying parameter change. The process of computing this permutation is called comparative statics.