105.682 AKOR Stochastic Programming
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2018W, VU, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VU Lecture and Exercise

Aim of course

Stochastic Optimization aims at optimal decisions for problems with uncertain data. It is applicable in many areas like e.g. industrial engineering, operations research or finance. Students will learn to model stochastic decision problems, important mathematical properties of stochastic optimization problems and numerical methods for solution.

Subject of course

Two stage and multistage recourse problems

Nonanticipativity, value of information and value of the stochastic solution

probabilistic constraints

risk averse optimization

L-shaped method and further numerical approaches

Approximation and sampling methods

 

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Mon14:00 - 16:0008.10.2018 - 28.01.2019Sem.R. DA grün 06B AKOR Stochastische Optimierung
Fri12:30 - 15:0001.02.2019Sem.R. DB gelb 04 Nachbesprechung
AKOR Stochastic Programming - Single appointments
DayDateTimeLocationDescription
Mon08.10.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon15.10.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon22.10.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon29.10.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon05.11.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon12.11.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon19.11.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon26.11.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon03.12.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon10.12.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon17.12.201814:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon07.01.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon14.01.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon21.01.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon28.01.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Fri01.02.201912:30 - 15:00Sem.R. DB gelb 04 Nachbesprechung

Course registration

Begin End Deregistration end
06.09.2018 00:00 25.10.2018 00:00 28.09.2018 00:00

Curricula

Literature

No lecture notes are available.

Language

German