Stochastic Optimization and Machine Learning are becoming increasingly interconnected fields, creating new opportunities for methodological and applied research. This three-day workshop is designed to foster collaboration between research groups from the Department of Information, Production, and Management Engineering of the University of Bergamo and the Decision Science Section at DTU Management Technical University of Denmark, including the DECIDE group, with a focus on topics at the intersection of Operations Research, Machine Learning, and Stochastic Optimization. The program will include invited talks and interactive discussion sessions aimed at sharing recent advances, exploring common challenges, and strengthening joint research initiatives across these areas.

The workshop is intended to be interactive and discussion-oriented, combining:

• Invited talks

• Discussion panels / open-problem sessions

• Networking moments for PhD students and early-career researchers

The workshop welcomes academics and practitioners working in operations research, stochastic optimization, robust optimization, machine learning, and reinforcement learning, especially those interested in cross-disciplinary methods and data-driven decision-making. Some topics of interest are the following:

• Stochastic programming and decision-making under uncertainty

• Robust and distributionally robust optimization (DRO)

• Optimization methods for machine learning

• Learning-augmented optimization

• Reinforcement learning and approximate dynamic programming

• Risk-aware optimization

• Combinatorial optimization meets ML

• Applications and case studies in transportation, logistics and energy

 External auditors are kindly requested to register for the workshop by April, 28 2026 at this link. Registration is free of charge for the workshop. Registration is now closed.

A social dinner will take place on Monday, May 4, 2026, at restaurant "Il Pianone". The participation fee is €70 per person for external auditors.

An excursion to Lake Iseo and Monte Isola is proposed for the free afternoon of May 5th. A tentative program is outlined here.

University of Bergamo

The workshop will be held in the heart of the historic Upper Town (Città Alta) of Bergamo, in the buildings of the former Palazzo Terzi-Quattrini, now seat of the University of Bergamo, in Via Salvecchio 19 (24129 Bergamo), in Room 1.  

To reach the venue via public transportation (also from the Orio al Serio Airport or the Bergamo railway Station), take the city bus line number 1. From the train station to Città Alta (Colle Aperto) the bus has a frequency of 15 minutes.

For the lunch breaks, some restaurants tips can be found here.

Francesca Maggioni (University of Bergamo)

David Pisinger (DTU Management Technical University of Denmark)

Chair - Francesca Maggioni (University of Bergamo) 

Chair - David Pisinger (DTU Management Technical University of Denmark) 

Maria Teresa Vespucci (University of Bergamo)

Giovanni Micheli (University of Bergamo)

Andrea Spinelli (University of Bergamo)

Paolo Beatrici (University of Bergamo)

Ludovica Di Marco (University of Bergamo)

Jonathan Koffi (University of Bergamo)

Mikkel Linneberg Lassen (DTU Management Technical University of Denmark)

For further information, contact soml2026workshop@unibg.it.