Postgraduate Course: Stochastic Optimization (MATH11010)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Not available to visiting students |
| SCQF Credits | 5 |
ECTS Credits | 2.5 |
| Summary | Decision analysis and model building; Software for decision analysis; Expected value of information; Sequential sampling problems; Markov decision processes; Software for Markov decision processes; Applications of Markov decision processes in finance and other areas. |
| Course description |
Not entered
|
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
Course Delivery Information
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| Academic year 2014/15, Not available to visiting students (SS1)
|
Quota: None |
| Course Start |
Block 4 (Sem 2) |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
50
(
Lecture Hours 10,
Summative Assessment Hours 1.5,
Programme Level Learning and Teaching Hours 1,
Directed Learning and Independent Learning Hours
38 )
|
| Assessment (Further Info) |
Written Exam
80 %,
Coursework
20 %,
Practical Exam
0 %
|
| Additional Information (Assessment) |
See 'Breakdown of Assessment Methods' and 'Additional Notes' above. |
| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S2 (April/May) | Stochastic Optimization (MATH11010 | 1:30 | |
Learning Outcomes
| Ability to formulate optimization problems in the presence of uncertainty. Knowledge of techniques that can be used to solve such problems.
|
Contacts
| Course organiser | Dr Julian Hall
Tel: (0131 6)50 5075
Email: J.A.J.Hall@ed.ac.uk |
Course secretary | Mrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk |
|
© Copyright 2014 The University of Edinburgh - 12 January 2015 4:22 am
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