| |
May 29, 2023
|
|
|
|
|
IE 609 - Stochastic Programming3 Credit Hours
Topics include modeling of uncertainty, two-stage stochastic programs, the value of information, Benders decomposition, L-shaped method, stochastic integer programs and multistage stochastic programs.
Recommended Background: Linear Programming and Probability.
Registration Restriction(s): Minimum student level – graduate.
Add to Portfolio (opens a new window)
|
|