Postgraduate Course: Stochastic Optimization (MATH11010)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Not available to visiting students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 5 |
| Home subject area | Mathematics |
Other subject area | Operational Research |
| Course website |
http://student.maths.ed.ac.uk |
Taught in Gaelic? | No |
| Course description | 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. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | None |
Course Delivery Information
|
| Delivery period: 2014/15 Block 4 (Sem 2), Not available to visiting students (SS1)
|
Learn enabled: Yes |
Quota: None |
|
Web Timetable |
Web Timetable |
| Course Start Date |
23/02/2015 |
| Breakdown of 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 )
|
| Additional Notes |
|
| Breakdown of Assessment Methods (Further Info) |
Written Exam
80 %,
Coursework
20 %,
Practical Exam
0 %
|
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S2 (April/May) | Stochastic Optimization (MATH11010 | 1:30 | |
Summary of Intended Learning Outcomes
| Ability to formulate optimization problems in the presence of uncertainty. Knowledge of techniques that can be used to solve such problems. |
Assessment Information
| See 'Breakdown of Assessment Methods' and 'Additional Notes' above. |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | SO |
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 |
|
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|
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