ISYE 4200: Engineering Optimization: Stochastic Decision Models

3 Credit Hours

Prerequisite: (ISYE 3400 or MATH 3272) and (ISYE 2600 or STAT 2332 or MATH 3332) and MATH 2202
Modeling and solution of decision problems under uncertainty. Topics include Markov Chains, stochastic programming, stochastic dynamic programming, theory, utility theory and simulation. Computer solution techniques are emphasized.