IE560 STOCHASTIC PROGRAMMING
| Course Code: |
5680560 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Industrial Engineering |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
Assist.Prof.Dr SAKÝNE BATUN |
| Offered Semester: |
Spring Semesters. |
Course Content
Introduction to modeling under uncertainty. Basic properties of two-stage stochastic linear programs. Stage-wise and scenario-wise decomposition methods for solving two-stage stochastic linear programs. Value of capturing uncertainty. Chance-constrained stochastic programs. Multi-stage stochastic linear programs. Stochastic integer programs. Bounding and sampling methods.
