ICSP 2025
École des Ponts, IP Paris • Champs-sur-Marne, France
2025-07-28 08:00:00
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  • Home
  • Committees
  • Program
    • Program at-a-glance
    • Keynotes speakers
    • Tutorials
    • Submission form
    • Student Paper Prize
    • Junior Prize 
    • Special issues
    • Social program
  • Registration
    • Fees & deadlines
    • Registration
    • Profile page
  • Informations
    • Venue
    • Accommodation
    • Visa
  • Contacts

Special issues

  • Operations Research Letters special issue on « Optimization under Uncertainty »

Guest editors: Angelos Georghiou, Vincent Leclère

Submission deadline: 01/01/2026

We are pleased to announce a forthcoming Special Issue of Operations Research Letters dedicated to research presented at the XVIIth International Conference on Stochastic Programming (ICSP), the flagship event of the Stochastic Programming Society.

The ICSP serves as the premier forum for researchers and practitioners working in stochastic optimization and related fields, and this special issue aims to showcase timely, high-quality contributions arising from the conference. We invite submissions of full papers that highlight significant theoretical advances, novel algorithmic developments, and impactful applications in stochastic programming.

  • Computational Management Science special issue on « Interfaces between AI and decision-making under uncertainty »

Guest editors: Alan King, Vincent Leclère, Enza Messina, and Hongyu Zhang

Submission deadline: 15/12/2025

The rapid development of AI offers new perspectives for decision-making under uncertainty. AI can contribute to uncertainty representation, improve solution performance, and enhance real-world applications in sectors such as energy and transportation. In this context, it is important to investigate the integration of AI with classical decision-making under uncertainty methods, such as stochastic optimisation.

Being able to capture the value of flexibility is a key advantage of stochastic optimisation over deterministic counterparts. However, modelling flexibility sufficiently has been a key challenge since stochastic optimisation was introduced. New tools like machine learning and AI can have a significant impact on how uncertainty is modelled and how stochastic optimisation models are solved. These developments ultimately allow decision makers to better exploit the value of flexibility and make more informed decisions in a continuously changing world.

Despite the promising future of AI and stochastic optimisation, future research is needed to translate emerging ideas into new methods, models, and tools.

Therefore, in this collection, we aim to attract original and innovative papers from all domains of computational management science that focus on the theoretical and empirical integration of AI with stochastic optimisation. We welcome submissions focusing on, but not limited to, the following topics: (1) AI for uncertainty representation, (2) AI for stochastic and robust optimisation, (3) AI driven metrics for solution performance evaluation, (4) Applications of AI and stochastic optimisation, (5) AI in computational methods for stochastic optimisation.

Papers should be submitted electronically using the Computational Management Science submission system and following the instructions for authors. When submitting, authors are requested to choose the collection “Interfaces between AI and decision-making under uncertainty” to indicate the paper is intended for this collection.

Please direct questions about the collection to the Guest Editors.

  • EURO Journal on Computational Optimization special issue on « Optimization under Uncertainty: theory and algorithms »

Guest editors: Francesca Maggioni, Abdel Lisser

Submission deadline: 01/12/2025

Optimization under uncertainty has seen many recent theoretical and algorithmical advances with strong impact in several application areas such as energy, logistics, finance and machine learning to name a few.
EURO Journal on Computational Optimization invites submissions of manuscripts to this special issue from any theoretical and algorithmic area of stochastic, robust and distributionally robust optimization. In particular, the special issue encourages papers addressing new theoretical advances, solution algorithms with particular emphasis on exact methods.

We especially welcome innovative contributions related to, but are not limited to, the following main topics:
–    Risk-averse stochastic optimization
–    Chance constraints
–    Multi-stage and multi-horizon stochastic optimization
–    Scenario generation and reduction in stochastic programs
–    Robust optimization
–    Distributionally robust optimization
–    Deep Learning for Optimization under Uncertainty

Submissions are particularly encouraged from (but not restricted to) the participants to the 34th EURO Conference 2025.

Submission time window: 22 June 2025 through 01 November 2025

Contact

For any request, please contact us on the conference email address:

secretary@icsp2025.org

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