Programació Estocàstica // Stochastic Programming

Publication TypeDocència // Teaching
Year of Publication2011
Quadrimestre // Term2011-12 Q2
AuthorsF.-Javier Heredia; Jordi Castro
Codi // Code26311 - MEIO1
Key Wordsteaching; UPC; MEIO; stochastic programming; PE
AbstractThe goal of this course is to introduce the student to the problems of system modeling in the presence of uncertainty, and familiarization with techniques and algorithms for dealing with them. The course deals with the case of stochastic programming, i.e. the optimization of problems with random variables . Stochastic modelling and programming bases are provided and it is hoped that upon completion of the course the student will be able to identify, model, formulate and solve decision-making problems with both deterministic and as random variables. Abilities to Be Acquired:
  • Identifying when a problem is suitable to be modeled and solved as a stochastic optimization problem.
  • Formulation of stochastic optimization problems, determining decisions in the first, second and next stages.
  • Knowledge of the basic properties of stochastic optimization problems.
  • Knowledge of specialized solution methods for stochastic problems.
  • Knowledge and use of software for the solution of stochastic problems.
URLClick Here
Titolació // StudiesMàster Universitari d'Estadística i Investigació Operativa (MEIO-UPC-UB)
Centre // Faculty Facultat de Matemàtiques i Estadística (FME)
Institució // InstitutionUniversitat Politècnica de Catalunya (UPC)
Horaris // ScheduleWed. 15:00-17:00, Fri. 15:00 - 17:00, room 100 (FME)
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