Universität Wien

390053 DK PhD-L: Advanced Stochastic Models (2018S)

4.00 ECTS (2.00 SWS), SPL 39 - Doktoratsstudium Wirtschaftswissenschaften
Continuous assessment of course work

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 15 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 06.03. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 13.03. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 20.03. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 10.04. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 17.04. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 24.04. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 08.05. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 15.05. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 29.05. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 05.06. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 12.06. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 19.06. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 26.06. 13:15 - 14:45 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock

Information

Aims, contents and method of the course

Aims:
To get familiar with modern methods of stochastic optimization and decision support under uncertainty, applied to Logistics, Supply Chain Management and Production

Contents:
- Stochastic Programming (two-stage stochastic programs, stochastic integer programs, bi-objective stochastic programs, computational solution methods)
- Markov Decision Processes (concepts, exact solution methods, approximate solution methods)
- Stochastic Dominance

Method:
- Theoretical basics are presented by the lecturer
- The participants contribute by talks on selected application-oriented articles from the literature

Assessment and permitted materials

Presentations by the participants

Minimum requirements and assessment criteria

One presentation during the semester is expected.

Examination topics

Reading list

Association in the course directory

Last modified: Mo 07.09.2020 15:46