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Informationen zum Einschreibeschlüssel für den moodle Kurs zur Veranstaltung finden Sie auf der Homepage der Arbeitsgruppe von Herrn Schultz (www.uni-due.de/mathematik/agschultz/index.php)
Inhalte der Veranstaltung Stochastic Optimization and Related Topics
This course is intended to serve both as an introduction to basic modeling strategies in optimization under uncertainty, and a presentation of recent advances via interrelation to integer programming, nonlinear optimization, and parametric optimization. While the basics to be addressed, meanwhile, can be found to large extent in textbooks, the more recent material is presented for the first time in lecture format.
- Part I: From Simple Recourse via General Recourse Models to Model Quantization using Chamber Complexes
- Part II: News from Stochastic Integer Programming: Benders and Steinitz
- Part III: Conclusions for Multi-Stage Stochastic Programs
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