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ISyE 719: Stochastic Programming

  • Catalog Description:
    Stochastic programming is concerned with decision making in the presence of uncertainty, where the eventual outcome depends on a future random event. Topics include modeling uncertainty in optimization problems, risk measures, stochastic programming algorithms, approximation and sampling methods, and applications.
  • Credits: 3
  • Prerequisites: Comp Sci 525; Math 431 or Stat 311; or cons inst