Course Schedule and Catalog

Long Title: STOCHASTIC OPTIMIZATION

Department: *Computational & Applied Math*

Grade Mode: Standard Letter

Language of Instruction: Taught in English

Course Type: Lecture

Credit Hours: 3

Description: Stochastic optimization models arise in many contexts. This course focuses on stochastic programs, including stochastic integer programs and multi-stage stochastic programs. It will emphasize the interplay between theory and computational approaches.