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Aug 14, 2024
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2024-2025 Academic Catalog
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IENG 737 Stochastic OptimizationCredits: (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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