everything.study
SYDE 760

Topics in Engineering Design

Graduate

Winter 2022 · Topic 1: Probabilistic Design

Topics

  • will include: introductory time series analysis and queuing theory, Markov decision processes, stochastic programming and models for optimization of large systems under uncertainty.

Readings

  • Introduction to Stochastic Programming Authors: John R. Birge, François Louveaux ISBN: 978-1-4614-0236-7 (Print) 978-1-4614-0237-4 (Online)
    unspecified
  • Research Papers and Related Sections in the Course(An asterisk indicates that the author was a student of
    unspecified
  • Alvarez, Ponnambalam and Quintana, Generation and Transmission Expansion Under Risk Using Stochastic Programming, IEEE Transactions on Power Systems 22(3), 1369–1378 (2007).
    unspecified
  • Mahootchi, Ponnambalam and Tizhoosh, Comparison of Risk-Based Optimization Models for Reservoir Management, Canadian Journal of Civil Engineering 37, 112–124 (2010).
    unspecified
Winter 2021 · Probabilistic Design

Topics

  • will include: introductory time series analysis and queuing theory, Markov decision processes, stochastic programming and models for optimization of large systems under uncertainty.

Readings

  • Introduction to Stochastic Programming Authors: John R. Birge, François Louveaux ISBN: 978-1-4614-0236-7 (Print) 978-1-4614-0237-4 (Online)
    unspecified
  • Research Papers and Related Sections in the Course(An asterisk indicates that the author was a student of
    unspecified
Sources