- Course schedule modified: Stochastic Programming full day on the 17th*
This is a master level course about stochastic optimization that take place at ENSTA-Paris, room 1226. See here for access information. You will need an identification document to get in the school.
The course is in two part: stochastic gradient and stochastic programming.
Stochastic gradient and extensions (by O.Fercoq)
(31/01/23) 9:15-12:00 (Exam)
- Stochastic gradient
- Stochastic variance reduced gradient
- Adaptative step-sizes
- Coordinate descent
Stochastic and Dynamic programming (by V. Leclère)
To be sent by email for the 20/02/2023.