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.

2020W, VU, 2.0h, 3.0EC

Properties

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

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
Tue13:00 - 14:3013.10.2020 - 26.01.2021Sem.R. DB gelb 04 AKOR Stochastische Optimierung
Fri12:30 - 15:0029.01.2021Sem.R. DB gelb 04 Nachbesprechung
AKOR Stochastic Programming - Single appointments
DayDateTimeLocationDescription
No records found.

Examination modalities

implemented optimization model + oral exam

Course registration

Begin End Deregistration end
10.09.2020 00:00 28.10.2020 23:00 02.10.2020 00:00

Curricula

Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Mandatory elective

Literature

No lecture notes are available.

Language

German