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
- Official Course Description (pdf)
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