ST-Stochastic Models

Semester: 
Spring
Year: 
2013
Subject Name: 

Isenberg School of Management

Course Number: 
797AE
Institution: 
UMass Amherst
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.
Linked Course: 
N
Instructor Permission Required: 
N
Schedule #: 
24911

Course Sections

ST-Stochastic Models
Sect # Credits Instructor(s) Instructor Email Meeting Times Location
01 3.0

Senay Solak

TU TH 9:30AM 10:45AM