Dec 10, 2025  
2024-2025 Undergraduate Catalog 
    
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2024-2025 Undergraduate Catalog [ARCHIVED CATALOG]

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IMSE 867 - Stochastic Programming

Credits: 3

Stochastic programming (SP) aims to determine optimal solutions in the presence of data uncertainty. The course covers two-stage stochastic linear programming, recourse, chance constraint optimization, multi-stage SP, stochastic integer programming, Benders decomposition, L-shaped method, heuristics, simulation-based (Monte Carlo simulation) methods, and bounds on optimal solutions. Numerous applications exist, and examples may be taken from agriculture planning, manufacturing, supply chain, reliability, cyber security, power grids or other systems.  

Repeat for Credit
N

Requisites
IMSE 560 and STAT 510 or equivalent

Typically Offered
Fall


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