課程編碼 Course Code | 中文課程名稱 Course Name (Chinese) | 英文課程名稱 Course Name (English) | 總學分數 Credits | 總時數 Hours |
---|---|---|---|---|
3735013 | 隨機最佳化 | Stochastic Optimization | 3.0 | 3 |
中文概述 Chinese Description | 本課程的主要目的在學習隨機最佳化方法在生產與服務系統的理論與應用,以解決不確定環境下的實務問題。課程內容包括:(1)隨機最佳化基本概念與應用、(2)二階段隨機規劃模型、(3)多階段隨機規劃模型、(4)隨機規劃演算法、(5)穩健最佳化模型、(6)模擬最佳化演算法、(7)強化學習演算法、(8)隨機最佳化應用論文導讀。 | |||
英文概述 English 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. |
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