CAAM 585 - STOCHASTIC OPTIMIZATION
Long Title: STOCHASTIC OPTIMIZATION
Department: Computational & Applied Math
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 3Corequisite:
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.