The XV International Conference on Stochastic Programming

ICSP XV - Trondheim, July 29 - August 2, 2019

The Organizers of the XV International Conference on Stochastic Programming (ICSP2019) are honoured to host the tri-annual Conference at NTNU in Trondheim, Norway. The ICSP is the premier event of the Stochastic Programming Society (SPS), a technical section of the Mathematical Optimization Society that brings together researchers who work on decisions under uncertainty, practitioners in the industrial and institutional sectors share recent theoretical and applied results. The conference aims to present the state-of-the-art in this field as well as neighbouring scientific areas.

July 29 - August 2: The ICSP conference

The conference includes parallel sections, plenary talks from leading researchers in stochastic optimization and a set of mini symposia, featuring a semi-plenary followed by a stream of recent contributions on selected state-of-the-art topics.  There will be an opening reception on the evening of the 28th.

July 27 and 28: Pre-conference tutorials

A two-day introductory series of Tutorials precedes the main conference to provide introduction to some of the central research areas in Stochastic Programming.  

July 22 - July 26: PhD level introduction course in stochastic programming

A PhD level introduction course to Stochastic Programming is planned. 

Confirmed Plenary speakers

  • Claudia Sagastizábal, Unicamp
  • George Lan, Georgia Institute of Technology 
  • Guzin Baryaksan, Ohio State University
  • Jong-Shi Pang, University of Southern California
  • Rüdiger Schultz, Universität Duisburg-Essen
  • Stein-Erik Fleten, NTNU

Confirmed Tutorial speakers 

  • Alejandro Jofré, Universidad de Chile
  • Andrzej Ruszczynski, Rutgers Univeristy
  • David Woodruff, UC Davis
  • Lei Zhao , Tsinghua University
  • Trine Krogh Boomsma, Copenhagen University
  • Uday V. Shanbhag, Pensylvania state university





We are now open to nominations for mini-symposia for the ICSP XV. The deadline for nominations is October 15. The  conference will, in line with the previous two meetings, be focused around mini-symposia,  collection of talks around a specific topic, set up with a semi-plenary talk and then three technical talks.

 Submit a mini-symposia

Submitted mini-symposia: 

  • Wim van Ackooij - Nonlinear programming with probability functions
  • Johannes Royset - Statistics and Machine Learning
  • Steven Gabriel - One and Two-Level Stochastic Equilibrium Models in Energy and Transportation
  • Vincent Guigues - Decision-Dependent Stochastic Programming and Distributionally Robust Optimization: Overview and Recent Advances
  • Miguel Lejeune - Stochastic dynamic programming equations: decomposition methods and applications
  • Ramteen Sioshansi - Decomposition Techniques for Large-Scale Stochastic and Robust Energy System Models
  • Michel De Lara - Decomposition-Coordination Methods in Multistage Stochastic Optimization
  • Wolfram Wiesemann - Data-Driven Distributionally Robust Optimization
  • Daniel Kuhn - Applications of Distributionally Robust Optimization



Programme committee

Stein W. Wallace (chair)
Laureano Escudero, (Co-chair)
Suvrajeet Sen
Tito Homem-de-Mello
Shabbir Ahmed
Asgeir Tomasgard


ICCOPT 2019: Immediately following the ICSP XV in Trondheim, the Sixth International Conference on Continuous Optimization (ICCOPT) will take place on the campus of the Technical University (TU) of Berlin, August 3-8, 2019.

Local organization committee

Asgeir Tomasgard
Stein-Erik Fleten
Alexei Gaivoronski
Ruud Egging
Pedro Crespo-del Grenado
Paolo Pisciella
Michal Kaut
Florentina Paraschiv
Peter Schütz


Scientific Committee

Andy Philpott, University of Auckland
John Birge, University of Chicago
Vincent Guigues, FGV Rio
Ricardo Fukasawa, University of Waterloo
Siqian Shen, University of Michigan
Ruiwei Jiang, University of Michigan
David Morton, Northwestern University
Johannes Røyset, Naval Postgraduate School
Phebe Vayanos, University of Southern California
Milos Kopa, Charles University
Csaba I. Fábián, John von Neumann University, Kecskemet
Leonidas Sakalauskas, Vilnius University
Wolfram Wiesemann, Imperial College
Yewen Gu, NHH Norwegian School of Economics
Ramteen Sioshansi, Ohio State University
Alexandre Street, PUC Rio
Guido Perboli, Politecnico Torino
Erlon Cristian Finardi, UFSC
Jeffrey Linderoth, University of Wisconsin
Alois Pichler, Chemnitz University of Technology
Andrew Schaefer, Rice University
Steven Gabriel, University of Maryland
Andy Sun, Georgia Tech
Jim Luedtke, University of Wisconsin-Madison
Alexei A. Gaivoronski, NTNU
Joari Paulo da Costa, ONS
Daniel Kuhn, EPFL
Francesca Maggioni, University of Bergamo
Peter Schütz, NTNU
Antonio Conejo, Ohio State University
Abdel Lisser, Université Paris Sud
César Beltrán Royo, Univ. Rey Juan Carlos
Jörgen Blomvall, Linköping University
Werner Römisch, Humboldt University
Vineet Goyal, Columbia University
Cristinca Fulga,  Bucharest University
Simge Küçükyavuz, Northwestern University
Ward Romeijnders, University of Groningen
Aharon Ben-Tal, Technion
Jalal Kazempour, Technical University of Denmark
Wim Van Ackooij, Électricité de France
Nilay Noyan, Sabanci University
Marie Teresa Vespucci, University of Bergamo
Michel Gendreau, Polytechnique Montreal
Giorgio Consigli, University of Bergamo

Yongpei Guan, University of Florida 

Warren Powell, Princeton university