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Download Stochastic Programming: Prof. Jeff Linderoth by ['Dermawan Syahputra'] in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Stochastic Programming: Prof. Jeff Linderoth
This document provides an overview of a graduate course on stochastic programming. It introduces the instructor, outlines course logistics, and previews course topics. The key points are: - The course will cover modeling stochastic programs, basic theory, algorithms, and applications. Students will complete problem sets and a individual project. - Stochastic programming involves decision making under uncertainty by modeling random parameters as probability distributions and scenarios. The scenario approach assumes a finite number of possible outcomes. - A simple example is presented showing that averaging solutions does not work for stochastic programs - the optimal decision depends on the probabilities of different outcomes.
Detailed Information
| Author: | ['Dermawan Syahputra'] |
|---|---|
| Publication Year: | 2016 |
| Pages: | 30 |
| Language: | English |
| Format: | |
| Price: | FREE |
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