Seminar on Discrete Optimization: Stochastic Programming
- type: Seminar
- chair: Nickel
- semester: Diploma, Bachelor-Spezialization, Master
-
lecturer:
Nickel
- exam: Seminar thesis and presentation
Seminar on Discrete Optimization: Stochastic Programming
The seminar is based on the book "Lectures on Stochastic Programming - Modeling and Theory" von Shapiro et al. and on diverse papers.
Topics:
- Introduction to two-stage models
- Introduction to multi-stage models
- Sample Average Approximation
- Risikaverse Optimization
- Stochastic Programming in different areas of OR