IE464 STOCHASTIC OPTIMIZATION WITH APPLICATIONS
| Course Code: |
5680464 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
5.0 |
| Department: |
Industrial Engineering |
| Language of Instruction: |
English |
| Level of Study: |
Undergraduate |
| Course Coordinator: |
Assoc.Prof.Dr. SEÇÝL SAVAÞANERÝL TÜFEKCÝ |
| Offered Semester: |
Fall and Spring Semesters. |
| Prerequisite: |
Set 1: 5680361
|
| The course set above should be completed before taking
IE464 STOCHASTIC OPTIMIZATION WITH APPLICATIONS . |
Course Content
Framework for stochastic optimization. Application areas. Structural properties of the policies. Decision criteria. Computational methods: value iteration. policy improvement. linear programming. Real-life case studies.