3rd Copenhagen School of Stochastic Programming for PhD and Master's Students University of Copenhagen in Denmark

The 3rd Copenhagen School of Stochastic Programming is a research-oriented summer course at the University of Copenhagen focused on stochastic programming, stochastic optimization, and decision making under uncertainty. It runs from 19–21 August 2026 and is designed to give students first-hand exposure to leading experts in the field.

The course covers core topics such as two-stage and multi-stage stochastic programs, chance-constrained programming, mixed-integer stochastic programs, stochastic dominance constraints, and decision-dependent uncertainty. It is especially relevant for students interested in mathematical optimization, scenario-based modeling, and applications in energy, finance, operations, and other uncertainty-driven decision problems.

Lecturers include Stein W. Wallace, Miguel Lejeune, Ward Romeijnders, Milos Kopa, Trine K. Boomsma, and Giovanni Pantuso. The course is intended for PhD students from mathematics, engineering, and economics, and the fee structure also explicitly includes master's students. Recommended preparation includes linear programming and probability theory.

Funding is not a scholarship; instead, this is a fee-based course. The participant fee is 800 DKK for everyone, while the course fee varies by category: some students pay 0 DKK, others 3000 DKK, and non-PhD participants outside the university system may pay 8400 DKK. The fee covers participation, course material, coffee breaks, and the course dinner. No payment is required at registration; fees are collected after the course is held.

To apply, register via the course registration form on the official webpage. If you need a visa invitation letter, you must already be registered and paid, request it from an institutional email, and provide proof of PhD enrollment plus your academic supervisor’s contact information.