Dynamic Stochastic Programming
Aarhus BSS Graduate School at Aarhus University
The aim of this course is to integrate fundamental concepts, theories, and methods from Dynamic Programming and Control, Stochastic Programming, and Reinforcement Learning. It provides students with a strong theoretical foundation for addressing decision-making problems under uncertainty. Students will engage with state-of-the-art research and computational tools, equipping them to contribute to both methodological advancements and practical implementations in their respective fields.
Students should have fair understanding of probability, optimisation, and simulation. They are also expected to have a basic knowledge on using Python.
The course is free of charge for DGPE members from AU, KU, CBS, SDU, AAU - and for PhD students from Economics Departments at Nordic universities outside Denmark. The course fee is EUR500 for other participants.
Please register no later than 15 September 2025:
https://events.au.dk/dgpecoursestochasticdynamicprogramming/signup