UE Optimization under uncertainty

Diplômes intégrant cet élément pédagogique :

Descriptif

The objective of this course is to present different techniques to handle uncertainty in decision problems. These techniques will be illustrated on several applications e.g. inventory control, scheduling, energy, machine learning.

Syllabus : Introduction to uncertainty in optimization problems; Reminders (probability, dynamic programming, ...); Markov chains; Markov decision processes; Stochastic programming; Robust optimization

Pré-requis

Basic courses in probability and linear programming

Informations complémentaires

Méthode d'enseignement : En présence
Langue(s) : Anglais