719 Stochastic Programming. (Crosslisted with Computer Sciences.) I
or II; 3cr. Stochastic programming is concerned with decision making in the presence of uncertainty, where the eventual outcome depends on a future random event. Topics include modeling uncertainty in optimization problems, risk measures, stochastic programming algorithms, approximation and sampling methods, and applications.
P: Comp Sci 525, Math 431 or Stat 311, or cons inst. Not open to first year students.
