Course Details
Country:
Netherlands
Institution:
Free University of Amsterdam
Course Title:
Operations Research II
Course Number:
E_EOR2_OR2
Course Description:
This is an introductory course in decision making under uncertainty. It builds upon the basic course in probability theory and Operations Research 1. The first part of the course in Period 4 focuses on classic two-stage stochastic optimization problems with applications in production, supply chain management, transport, and energy. In Period 5, the second part of the course transcends two-stage stochastic optimization and explores multi-stage stochastic optimization in a dynamic programming framework with finite and infinite decision horizons. In particular, the second part focuses on Markov decision processes and reinforced learning. The employed algorithms are dynamic programming, value iteration, policy iteration, and Q-learning.
Language:
English
Approved Equivalent:
Pending For Approval
Attachment Files:
Studyguide (8)_14.pdf
