Course Description

Course CodeCourse NameCreditsHours
3735013 Stochastic Optimization 3.0 3
Description This course will introduce the stochastic optimization theory and learn its application on production and service systems under uncertainties. The topics addressed in this course include: (1) Basic concept and application of stochastic optimization, (2) Two-stage stochastic programming model, (3) Multi-stage stochastic model, (4) Stochastic programming algorithms, (5) Robust optimization model, (6) Simulation optimization algorithms, (7) Reinforcement learning algorithms, (8) Paper readings on stochastic optimization.