390053 DK PhD-L: Advanced Stochastic Models (2018S)
Continuous assessment of course work
Labels
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).
- Registration is open from We 14.02.2018 09:00 to We 21.02.2018 12:00
- Deregistration possible until We 14.03.2018 23:59
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
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
To get familiar with modern methods of stochastic optimization and decision support under uncertainty, applied to Logistics, Supply Chain Management and ProductionContents:
- 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 DominanceMethod:
- Theoretical basics are presented by the lecturer
- The participants contribute by talks on selected application-oriented articles from the literature