Dynamic programming is a methodological framework for solving optimisation problems that evolve over time by breaking them into simpler subproblems. Central to this approach is the principle of ...

Course in stochastic optimization with an emphasis on formulating, solving, and approximating optimization models under uncertainty. Topics include: Models and applications: extensions of the linear ...

When studying for a doctoral degree (PhD), candidates submit a thesis that provides a critical review of the current state of knowledge of the thesis subject as well as the student’s own contributions ...