隨機規劃
Stochastic Programming
| 節 | 週五 |
|---|---|
2 09:00–09:50 | 隨機規劃 A904 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
E3 Platform
1. Class Participation: 10% 2. Midterm exam: 45% 3. Comprehensive Term Assignment: 20% 4. Final project (presentation & written report): 25%
| 週次 | 主題 |
|---|---|
| 第 1 週 | Course introduction |
| 第 2 週 | Review of mathematical programming models and uncertainty modeling |
| 第 3 週 | Basic concepts of stochastic programming modeling |
| 第 4 週 | Formulating deterministic equivalent of stochastic programs and general formulations |
| 第 5 週 | Typical SP modeling examples |
| 第 6 週 | Mathematical representation of EVPI and VSS and their implications |
| 第 7 週 | Basic concepts of solution methods and the L-Shaped method |
| 第 8 週 | Comprehensive term assignment presentation |
| 第 9 週 | Probabilistic programming, Approximation and Sampling Methods |
| 第 10 週 | Stochastic integer programming |
| 第 11 週 | Multistage SP and dynamic systems |
| 第 12 週 | Prelim examination |
| 第 13 週 | SP applications in transportation and logistics management |
| 第 14 週 | Final project presentation |
| 第 15 週 | Final project presentation |
| 第 16 週 | National Holiday |
| 第 17 週 | Final project report (flexible) |
| 第 18 週 | Final project report (flexible) |
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@cc.nctu.edu.tw