|
Course unit
STOCHASTIC OPTIMIZATION
SCP4063217, A.A. 2017/18
Information concerning the students who enrolled in A.Y. 2017/18
ECTS: details
Type |
Scientific-Disciplinary Sector |
Credits allocated |
Educational activities in elective or integrative disciplines |
MAT/09 |
Operational Research |
9.0 |
Course unit organization
Period |
Second semester |
Year |
1st Year |
Teaching method |
frontal |
Type of hours |
Credits |
Teaching hours |
Hours of Individual study |
Shifts |
Laboratory |
2.0 |
14 |
36.0 |
No turn |
Lecture |
7.0 |
50 |
125.0 |
No turn |
Examination board
Board |
From |
To |
Members of the board |
6 Commissione a.a.2019/20 |
01/10/2019 |
30/09/2020 |
DE GIOVANNI
LUIGI
(Presidente)
DE FRANCESCO
CARLA
(Membro Effettivo)
FISCHER
MARKUS
(Membro Effettivo)
|
5 Commissione a.a.2018/19 |
01/10/2018 |
30/09/2019 |
DE GIOVANNI
LUIGI
(Presidente)
ANDREATTA
GIOVANNI
(Membro Effettivo)
DE FRANCESCO
CARLA
(Membro Effettivo)
FISCHER
MARKUS
(Membro Effettivo)
|
4 Commissione a.a. 2017/18 |
01/10/2017 |
30/09/2018 |
ANDREATTA
GIOVANNI
(Presidente)
DE GIOVANNI
LUIGI
(Membro Effettivo)
FERRANTE
MARCO
(Membro Effettivo)
|
Prerequisites:
|
Elementary Probability Theory. |
Target skills and knowledge:
|
The objective of the course is to provide a range of tools that may help in finding the best decisions when the information available is not deterministic and complete but is only known with some degree of stochasticity. |
Examination methods:
|
The grading will be based on a written test (plus a possible oral examination) and the presentation of a small project to be agreed with the Instructor.
The exam may be taken in italian or English. |
Course unit contents:
|
The course program includes the following topics:
- Queuing Theory
- Decision Analysis
- Robust Optimization
- Markovian Decision processes
- Stochastic Optimization
- Revenue Management
- Discrete Event Simulation
- Simulation of Dynamic Systems
- Use of Simulation Packages |
Planned learning activities and teaching methods:
|
Lectures in the classroom and practical experimentation in the computer laboratory. |
Additional notes about suggested reading:
|
Besides the textbook (in Italian), further material will be made available in the web page dedicated to the course. |
Textbooks (and optional supplementary readings) |
-
G. Ghiani e R. Musmanno, Modelli e metodi decisionali in condizioni di incertezza e rischio. --: McGraw-Hill, 2009. ISBN 978-88-386-6636-0
|
|
|