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.
Course Learning Outcomes
Program Outcomes Matrix
Contribution |
# | Program Outcomes | No | Yes |
1 | Specialize with advanced knowledge in selected areas of Industrial Engineering; such as Production and Operations Management, Supply Chain Management, Business Analytics and Information Systems, Decision Sciences and Operational Research, Quality Management, Human Factors and Ergonomics, and Strategy and Industrial Economics. | | ✔ |
2 | Have advanced ability to formulate and solve industrial engineering problems. | | ✔ |
3 | Be able to systematically acquire new scientific knowledge to design and improve socio-technical systems. | | ✔ |
4 | Be able to conduct scientific research in industrial engineering. | | ✔ |
5 | Be able to apply critical reasoning in their professional careers. | | ✔ |
6 | Appreciate the academics ethics. | | ✔ |