? Credit Points : 5  ? SCQF Level : 11  ? Acronym : MAT-P-SO

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.

? Pre-requisites : PGs only

Home subject area

Operational Research, (School of Mathematics, Schedule P)

? Normal year taken : Postgraduate

? Delivery Period : Semester 2 (Blocks 3-4)

? Contact Teaching Time : 1 hour(s) per week for 10 weeks

Ability to formulate optimization problems in the presence of uncertainty. Knowledge of techniques that can be used to solve such problems.

Examination 100%

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST May 1 - 1 hour(s) 30 minutes

The Course Secretary should be the first point of contact for all enquiries.

Course Secretary

Mrs Frances Reid
Tel : (0131 6)50 4883
Email : f.c.reid@ed.ac.uk

Course Organiser

Dr Julian Hall
Tel : (0131 6)50 5075
Email : J.A.J.Hall@ed.ac.uk

Course Website : http://student.maths.ed.ac.uk

School Website : http://www.maths.ed.ac.uk/

College Website : http://www.scieng.ed.ac.uk/