Number of hours
- Lectures 16.5
- Projects -
- Tutorials 16.5
- Internship -
- Laboratory works -
- Written tests -
ECTS
ECTS 3.0
Goal(s)
Modelling and solving complex decision problems with advanced operations research methods
Responsible(s)
Moritz MUHLENTHALER
Content(s)
Foundations:
• Integer Linear Programming
• Dynamic Programming
• Stochastic Dynamic Programming, MDP
• Stochastic shortest path
Applications (a subset of the following)
• Facility location problems
• Inventory management
• Scheduling
• Vehicle routing problems
• Robot motion planing
• Optimization in Finance
• Network Design
• Manufacturing of circuits
• etc..
First year Operations Research course.
Test
final exam
- 3h written exam
- no calculator
- allowed documents : handwritten A4 page (2-sided)
N1=E1
N2=E2
Calendar
The course exists in the following branches:
- Curriculum - Math. Modelling, Image & Simulation - Semester 8
Additional Information
Course ID : 4MMROA6
Course language(s): 
The course is attached to the following structures:
You can find this course among all other courses.
Bibliography
Integer Programming, L. Wolsey
Theory of Linear and Integer Programming, A. Schrijver
Dynamic programming and optimal control (vol. I et II), D. Bertsekas
Optimisation Methods in Finance, G. Cornuejols and R. Tütüncü
Combinatorial Optimization: Algorithms and Complexity Christos H. Papadimitriou,Kenneth Steiglitz Dover Publications,Inc
Iterative Methods in Combinatorial Optimization Lap Chi Lau Cambridge
Recherche opérationnelle et réseaux Gerd Finke, Lavoisier.