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35489 Stochastic Programming

6cp; 4hpw

Topics in this subject include: Newsboy problem; two-stage stochastic programming problems; Bender's decomposition; L-shaped Method for the solution of stochastic programming problems; bounds for stochastic problems; multi-stage stochastic programming; probability-constrained optimisation problems; stochastic integer programming.

Typical availability

Autumn semester, City campus

Fee information

2009 contribution for post-2008 Commonwealth-supported students: $520.25
Note: Students who commenced prior to 1 January 2008 should consult the Student contribution charges for Commonwealth supported students
Not all students are eligible for Commonwealth Supported places.

2009 amount for undergraduate domestic fee-paying students: $2,587.50

Note: Fees for Postgraduate domestic fee-paying students and international students are charged according to the course they are enrolled in. Students should refer to the Annual Fees Schedule.

Subject EFTSL: 0.125

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at Access conditions and My Student Admin.