Isenberg School of Management 797AE - ST-Stochastic Models
Spring
2013
01
3.00
Senay Solak
TU TH 9:30AM 10:45AM
UMass Amherst
24911
Modeling and solution of decision problems under uncertainty. Topics include stochastic dynamic programming (Markov decision processes), covering both finite and infinite horizon problems; and stochastic linear/integer programming. Several computational techniques and applications are presented.