隨機規劃
Stochastic Programming
| 節 | 週三 |
|---|---|
2 09:00–09:50 | 隨機規劃 A905（光復） 3 節連堂 |
3 10:10–11:00 | |
4 11:10–12:00 |
* 根據陽明交大上課時間表所列
The aim of the course is to introduce the optimization problems with uncertainty, together with their models and solution techniques. The field of stochastic programming is developing rapidly with the applications to many disciplines, including many decision problems for transportation and logistics. The course will cover an overview of the basic theories, solution methods, and real-world applications. This course has a research level orientation; therefor, students are expected to review the literature on stochastic programming and conduct some computational experiments.
Operations Research
無備註
E3 Platform
1. Class Participation: 10% 2. Midterm exam: 45% 3. Comprehensive Term Assignment: 20% 4. Final project (presentation & written report): 25%
教師未提供此項資料
| 週次 | 主題 |
|---|---|
| 第 1 週 | Course introduction 2023-02-15(三) |
| 第 2 週 | Review of mathematical programming models and uncertainty modeling 2023-02-22(三) |
| 第 3 週 | Basic concepts of stochastic programming modeling 2023-03-01(三) |
| 第 4 週 | Formulating deterministic equivalent of stochastic programs and general formulations 2023-03-08(三) |
| 第 5 週 | Typical SP modeling examples 2023-03-15(三) |
| 第 6 週 | Mathematical representation of EVPI and VSS and their implications 2023-03-22(三) |
| 第 7 週 | Basic concepts of solution methods and the L-Shaped method 2023-03-29(三) |
| 第 8 週 | Comprehensive term assignment presentation 2023-04-05(三) |
| 第 9 週 | Probabilistic programming, Approximation and Sampling Methods 2023-04-12(三) |
| 第 10 週 | Stochastic integer programming 2023-04-19(三) |
| 第 11 週 | Multistage SP and dynamic systems 2023-04-26(三) |
| 第 12 週 | Prelim examination 2023-05-03(三) |
| 第 13 週 | SP applications in transportation and logistics management 2023-05-10(三) |
| 第 14 週 | Final project presentation 2023-05-17(三) |
| 第 15 週 | Final project presentation 2023-05-24(三) |
| 第 16 週 | National Holiday 2023-05-31(三) |
| 第 17 週 | Final project report (flexible) 2023-06-07(三) |
| 第 18 週 | Final project report (flexible) 2023-06-14(三) |
1. Birge, J. R. and Louveaux, F. (2011). Introduction to stochastic programming. Springer. (Textbook, available on NCTU eBook) 2. A. Shapiro, D. Dentcheva and A. Ruszczynski, Lectures on Stochastic Programming: Modeling and Theory, SIAM, Philadelphia, 2009. (reference) 3. A. Ruszczynski and A. Shapiro (Eds.), Stochastic Programming. Handbooks in Operations Research and Management Science Volume 10. New York, NY, 2003. (reference)
- 地點
- A807
- 時間
- TBA
- 聯絡方式
- kchuang@nycu.edu.tw