IE560 STOCHASTIC PROGRAMMING
| Course Code: | 5680560 |
| METU Credit (Theoretical-Laboratory hours/week): | 3 (3.00 - 0.00) |
| ECTS Credit: | 8.0 |
| Department: | Industrial Engineering |
| Language of Instruction: | English |
| Level of Study: | Graduate |
| Course Coordinator: | Assist.Prof.Dr SAKİNE BATUN |
| Offered Semester: | Spring Semesters. |
Course Objectives
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.