Apr 19, 2024  
2022-2023 Graduate Catalog 
    
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2022-2023 Graduate Catalog [ARCHIVED CATALOG]

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IE 609 - Stochastic Programming

3 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.


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