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.

2019W, VU, 2.0h, 3.0EC

Properties

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

Learning outcomes

After successful completion of the course, students are able to formulate important classes of stochastic optimization problems and to solve simple problem instances using software. In addition, they can describe and explain important theoretical properties of the model classes examined. The students are able to discuss and justify their results in the group.

Subject of course

risk averse optimization

Two stage and multistage recourse problems

Nonanticipativity, value of information and value of the stochastic solution

probabilistic constraints

(L-shaped method and further numerical approaches)

Teaching methods

lecture

group work

Mode of examination

Oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Mon14:00 - 16:0014.10.2019 - 27.01.2020Sem.R. DA grün 06B AKOR Stochastische Optimierung
Fri12:30 - 15:0031.01.2020Sem.R. DB gelb 04 Nachbesprechung
AKOR Stochastic Programming - Single appointments
DayDateTimeLocationDescription
Mon14.10.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon21.10.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon28.10.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon04.11.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon11.11.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon18.11.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon25.11.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon02.12.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon09.12.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon16.12.201914:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon13.01.202014:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon20.01.202014:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Mon27.01.202014:00 - 16:00Sem.R. DA grün 06B AKOR Stochastische Optimierung
Fri31.01.202012:30 - 15:00Sem.R. DB gelb 04 Nachbesprechung

Examination modalities

implemented optimization model + oral exam

Course registration

Begin End Deregistration end
12.09.2019 00:00 30.10.2019 23:00 04.10.2019 00:00

Curricula

Literature

No lecture notes are available.

Language

German