Fall EDGE Course Announcement: ESI 6341 - Introduction to Stochastic Optimization

Department of Industrial and Systems Engineering

EDGE course available both for on-campus and off-campus students

Recorded lectures can be downloaded from CANVAS course site

Introduction to Stochastic Optimization ESI 6341

M W F period 4 (10:40 - 11:30) at CSE E122

Professor: Stan Uryasev

446 Weil Hall

Tel: 352-294-7723

e-mail: uryasev@ufl.edu

Purpose of Course. Introduction to Stochastic Optimization is intended as a first introductory course for graduate students in such fields as engineering, operations research, statistics, mathematics, and business administration (in particular, finance or management science). The objective of the course is to help students build knowledge and intuition in decision making under the presence of uncertainties, including: 1) modeling of uncertainties; 2) changes which uncertainties bring to the decision process; 3) difficulties related to incorporation of uncertainties to optimization models; and 4) identifying of solvable problems.

The aim of stochastic programming techniques is to find an optimal decision in problems involving uncertainties and risks. The field, also known as optimization under uncertainty, is developing  rapidly with contributions from many disciplines such as operations research, economics, statistics, and finance. Stochastic programming approaches have been successfully used in a number of areas 

such as energy and production planning, telecommunications, forest and fishery harvest management, engineering, agriculture, and transportation. Recently, it was realized that practical experience accumulated in stochastic programming can be expanded to much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis.

Topics to be covered:

1. Various application examples: Capacity Expansion, Design for Manufacturing Quality, Rocket Design, Farming Planning, Financial Planning and Control, and Probabilistic Risk Analysis.
2. Uncertainty and modeling issues (decisions and stages, two-stage programs, probabilistic programming, relationships to other decision-making models).
3. Solution methods.
4. Sensitivity analysis of stochastic systems (derivatives of expectations and probabilistic functions).
5. Case studies.

Prerequisites: Some basic knowledge of calculus, statistics, and linear programming.

Text: John R. Birge and Francois Louveaux. "Introduction to Stochastic Programming". Springer, 2011. ISBN 978-1-4614-0236-7

This course is included in the list of required courses for the Ph.D. Program with Concentration in Quantitative Finance.​

Opportunity for Student Travel to Kyoto, Japan

JASSO (JApan Student Services Organization) is sponsoring an exchange between UF and Kyoto University (sometimes ranked one of the top two universities in all of Asia). About seven agricultural engineering students from Japan will visit the week of September 10th to 17th.

There is also money to help support the visit of up to four UF students to Kyoto for a week. The money is 80,000 yen per student (about $750) so it will not pay the whole expenses. But this would be a good start for what might be professionally and personally an informative and interesting trip. (Kyoto was the capital of Japan from 794 - 1868 and was the one place off-limits to bombers for cultural reasons during WWII, so it is the place to see in Japan.) The money has to be spent before October, so we would like to send the students before the Fall semester starts.

If you think you might be interested in this opportunity to travel, please contact ABE professors Reza Ehsani ( ehsani@ufl.edu ) or John Schueller ( schuejk@ufl.edu ) for more details. 

Leadership & Service Opportunity

The Brown Center of Leadership and Service would like to present you and your students with a wonderful opportunity to serve the Gainesville community through our annual Summer Plunge Day of Service. Summer Plunge is a day when our volunteers branch out all over the Gainesville area to different organization sites to provide beneficial service to the community. Volunteers can participate in a variety of services that range from working with animals, working with the elderly, alleviating environmental issues and many more interesting activities. Please consider participating in this event and making a positive impact on the Gainesville community. The event will take place on July 23rd from 8am to 1pm.

Volunteer registration takes place from June 27th - July 20th. Please see the Summer Plunge page of The Brown Center for Leadership and Service website for more details.

Individuals seeking leadership opportunities can also sign up to be site leaders. Site leaders gain important leadership and facilitation experiences and are essential for the success of Summer Plunge! Training will be provided to include skills on volunteer motivation and reflection. This opportunity is open to undergraduate and graduate students, staff, faculty, and community members. Site leader applications are open from June 20th - July 4th.

If you have any questions or concerns, please contact Laura Guzman at LauraGu@Leadershipandservice.ufl.edu.

Wildland Firefighter Training S-130/190

This is a great opportunity for students to receive training as a basic wildland firefighter. Many natural resource management agencies in Florida (and elsewhere) need employees that can assist in prescribed burning activities; S-130/190 is the first level of training required.

The training is 4 days in-person (plus 8 hours online) and will be held in Gainesville after the summer semester concludes (August 9-12). We only offer this course 1 time per year!

Current students with a valid student ID will receive a discounted registration rate of $75. 

See more information about the course, and register: https://2016-nata-s130-190.eventbrite.com

The S-130/190 training is the introductory course designed by the National Wildfire Coordinating Group (NWCG) to train entry-level firefighters. Participants gain knowledge of the basic incident management organization, firefighting techniques, suppression equipment, safety, strategy/tactics, and fire behavior.

This course encompasses both field and classroom units, including a day-long field exercise and hands-on-training. Successful participants will receive their S-130, S-190, and L-180 certificates.

Please feel free to contact me with further questions. shelly.johnson@ufl.edu

International Students: Enroll Now For Summer B 2016 Scholarly Writing

The Summer B Scholarly Writing class will begin June 28th and end August 4th. The class will meet 5:10pm - 6:25pm T,R in Matherly 214. The last day to request enrollment or drop the class will be Tuesday, July 5th, 2016.

Scholarly Writing (formerly EAP 5845 and EAP 5846) is designed to help international graduate students improve their academic writing skills. The course offers the opportunity to develop the ability to write an academic paper as well as to improve sentence level vocabulary, grammar, and use of cohesive devices and other features of good quality academic literacy. Individual help with writing assignments students are currently working on, including theses, dissertations, journal articles, and curricula vitae, is also available.

For more detailed information, go online to:
http://www.eli.ufl.edu/programs/AcademicWrittenEnglish.html

The Summer B Scholarly Writing course is offered as a non-credit class lasting six weeks. This class is not eligible for a tuition waiver and is not offered as a distance education class. The cost of a six-week section is $350.

Dates and times for summer sections can be found at http://www.eli.ufl.edu/programs/AcademicWrittenEnglish.html

To register for the Scholarly Writing class, please visit:
http://xms.dce.ufl.edu/reg/groups/eli/registration.aspx 

If you have questions, please e-mail Megan Forbes, at mforbes@eli.ufl.edu.

Postdoctoral postion on modelling Amazonian tree mortality (University of Leeds)

We are recruiting a 3-year postdoctoral researcher to be based at the University of Leeds to focus on the mechanisms and consequences of increasing tree mortality across Amazonian forests. The position will involve analysis of long-term Amazonian forest plot data to evaluate empirical support for potential mechanisms behind increased tree mortality observations as well as improving the representation of mortality processes in an individual-based forest model. 

A full description of the post can be found here: https://jobs.leeds.ac.uk/Vacancy.aspx?ref=ENVGE1030

ESOL Summer School Programs Volunteers Needed!

The Continuum's Open House Event

Fall 2016 Supplemental Retention Scholarship

The Supplemental Retention Scholarship is designed for all UF doctoral students who are three or fewer semesters away from graduation, but are no longer eligible to receive a fellowship, assistantship, or other funding from their department or college.

The scholarship provides up to 3 credit hours of in-state tuition assistance. 

Information and applications are available on our website at http://graduateschool.ufl.edu/finances-and-funding/supplemental-retention-scholarships.

Application deadline is July 8, 2016.

If you have questions concerning these funding opportunities contact the Graduate School at ogmp@ufl.edu.