ESI 6912:

Introduction to Stochastic Optimization

Prof. STAN URYASEV

 

 

 

11/14/07

 

Project Presentations Schedule is posted. Project presentations begin on Mon, Nov. 26, end on Wednesday, Dec. 5.

 

 

 

11/12/07

 

Homework 3 has been posted. Deadline is Friday, Nov. 30st.

This HW should be done in Word or PDF.

 

 

 

11/04/07

 

LECTURES CANCELLED on Monday, Nov. 5th and Wednesday, Nov. 7th due to the INFORMS conference.

 

 

 

10/15/07

 

PSG update. Unzip and copy this file (portf_optim_DAO.dll) to PSG folder. Replace the existing file.

 

 

 

10/03/07

 

Homework 2 has been posted. Deadline is Wednesday, Oct. 17st.

This HW should be done using both Excel and PSG.

 

 

 

10/03/07

 

Solutions to HW1 are posted.

 

 

 

09/07/07

 

Homework 1 has been posted. Deadline is Friday, Sep. 21st.

 

 

 

08/24/07

 

Welcome to Stochastic Optimization Class.

The course textbook is available