Week Subjects Related Preparation
1 Introduction to Stochastic Programming Chapter 1- Pages 3-35
2 Introduction to Stochastic Programming Chapter 1- Pages 3-35
3 Introduction to Stochastic Programming Chapter 1- Pages 40-48
4 Two-Stage Program with Fixed Recourse Chapter 2- Pages 59-73
5 Probabilistic Programming-Introduction Chapter 2- Pages 73-93
6 Basic Properties and Theory Chapter 3- Pages 103-135
7 Basic Properties and Theory Chapter 3- Pages 103-135
8 The L -Shaped Method Chapter 3- Pages 182-222
9 The L -Shaped Method Chapter 3- Pages 182-222
10 Probabilistic Programming Chapter 3- Pages 146-149
11 Multistage Stochastic Programs Chapter 3- Pages 149-156
12 Multistage Stochastic Programs- solution methods Chapter 6- Pages 265-286
13 Probabilistic Programming Chapter 8- Pages 357-363
14 Monte Carlo Methods Chapter 6- Pages 389-416
15 Monte Carlo Methods Chapter 6- Pages 389-416
16 Financial risk Optimization Chapter 2- Pages 84-87
Semester Requirements Number Percentage of Grade
Attendance/Participation
1
5
Laboratory
Application
Field Work
Special Course Internship (Work Placement)
Quizzes/Studio Critics
6
30
Homework Assignments
4
20
Presentation/Jury
Project
3
15
Seminar/Workshop
Midterms/Oral Exams
3
15
Final/Oral Exam
3
15
Total
20
100
PERCENTAGE OF SEMESTER WORK
60
PERCENTAGE OF FINAL WORK
40
Total 0 100
Course Notes / Textbooks Slides Series 1, Series 2, Series 3, Series 4

Introduction to Stochastic Programming, John R. Birge and François Louveaux, Second Edition, 2011, Springer

Additional References
Stochastic Linear Programming Models, Theory, and Computation, 2nd Edition, Kall,Peter and Mayer, János, Springer, 2011