CSCI2950-E

Stochastic Optimization

Summer 2018

This advanced graduate course/seminar focuses on optimization under uncertainty, or optimization problems where some of the constrains include random (stochastic) components. Most practical optimization problems are stochastic (subject to future market conditions, weather, faults, etc.), and there has been substantial research (both theoretical and experimental) in efficient solution for such problems. We discuss some of the recent work in this area.