ORI 391Q.10
Stochastic Optimization
Optimization of mathematical programming models under uncertainty; model formulations; exact, bounding-and-approximation, and Monte Carlo sampling-based solution techniques that exploit special structures; applications; use of algebraic modeling language.
Prerequisites & course information
Optimization of mathematical programming models under uncertainty; model formulations; exact, bounding-and-approximation, and Monte Carlo sampling-based solution techniques that exploit special structures; applications; use of algebraic modeling language.
Sources
- Course catalogue ↗2026-2027