40.612 Distributionally Robust Optimization
This is a special topics in optimization course which will focus on applications and methods to solve optimization problems under uncertainty – the main focus will be on distributionally robust optimization (DRO) where the decision-maker has to choose the optimal decision accounting for the worst-case distribution. The goal is to get students introduced to the topic through the lens of two stage…
- Course code: 40.612
- Pillar: ESD
- Term: 8
- Credits: 12
- Department: Engineering Systems and Design
- Prerequisites: none
- Scheduled classes: 0
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