LNMB Course Stochastic Programming 2011

Lecture notes

Lecture notes (draft version) are handed out to participants.
For non-participants, a copy is available on request. (only as hard copy; view Table of contents [PDF]).

Transparencies of lectures

Lecture 1  [PDF]
Lecture 2  [PDF]
Lecture 3  [PDF]
Lecture 4  [PDF]
Lecture 5  [PDF]
Lecture 6  [PDF]
Lecture 7  [PDF]
Lecture 8  [PDF]
Lecture 9 (guest lecture Ruediger Schultz)  [PDF]

 

Case studies

Description of case studies  [PDF]

Software

Software package SLP-IOR 2.2.1

This software (copyright P. Kall and J. Mayer, IOR Zurich) is made available for participants of the above mentioned course only. Participants can send me an e-mail; you'll receive a user name and password for downloading the software (+ User's Guide).

Matlab M-files

This set of Matlab M-files contains routines to compute and plot one-dimensional Simple Recourse expected value functions.

Instructions

1. Download the archive SR.zip [ZIP] and extract it to a separate directory, say c:\matlab\SR.
2. In Matlab, add c:\matlab\SR to the PATH (or make it the current directory).
3. See the file Contents.m in c:\matlab\SR (e.g. using "helpwin SR") for further instructions.

Links

Stochastic Programming Community Home Page