Course Catalog - 2021-2022

     

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: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Graduate
Prerequisite(s): CAAM 571
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.