Optimization Under Uncertainty

3 Hours

Introduction to optimization models and methodologies for addressing uncertainty-affected decision problems. Examine fundamental techniques from stochastic programming, robust optimization, and distributionally robust optimization. Explore theory through concrete examples from production planning, supply chain management, project management, portfolio selection, machine learning. Operations Research and Industrial Engineering 391Q (Topic 17) and 397 (Topic: Optimzatn Under Uncertainty) may not both be counted. Three lecture hours per week for one semester.