Milos Kopa

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.