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Dec 14, 2025
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OREM 8384 - Stochastic Programming
Credits: 3
Stochastic programming (SP) is a systematic framework for modeling and finding optimal decisions for optimization problems that involve uncertain data. This course introduces the main themes and methodologies in SP in both two-stage and multistage settings. The main topics include: SP models, optimality and bounds in SP, and computational solution methods including sampling methods. A course project involves implementation in C/C++. Prerequisites: OREM 8370 (or equivalent) and OREM 8371 (or equivalent).
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