Niveau d'étude
Bac +5
ECTS
6 crédits
Crédits ECTS Echange
6.0
Composante
UFR Informatique, mathématiques et mathématiques appliquées (IM2AG)
Période de l'année
Automne (sept. à dec./janv.)
Description
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.
Heures d'enseignement
- CMCM36h
Pré-requis recommandés
Basic courses in probability and linear programming
Syllabus
Introduction to uncertainty in optimization problems; Reminders (probability, dynamic programming, ...); Markov chains; Markov decision processes; Stochastic programming; Robust optimization
Période
Semestre 9