Aug 14, 2024  
2024-2025 Academic Catalog 
    
2024-2025 Academic Catalog

IENG 737 Stochastic Optimization

Credits: (3-0) 3

Advanced optimization techniques for problems under uncertainty. Topics include basic properties and theory, stochastic dynamic programming, two-stage recourse problems, multistage recourse problems, stochastic integer programs, approximation and sampling methods, and robust optimization.

Prerequisites: ENGM 435/535  


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