Robust and datadriven optimisation and simulation - F000893

Specific course requirements

 

This course aims to learn the principles of simulation and optimisation under uncertainty. 

 

Students are assumed to have a profound quantitative background in Statistics and Operations Research and good programming skills. 
The course is challenging for both exchange students and business engineering students. 

 

  • The teaching sessions consist of a mix of theoretical lectures and exercises.
  • The group assignment embodies the composition of a good simulation program via programming in Java, C++ or Python.
  • The evaluation consists of a written closed book exam and a group assignment.

General course specifications

Consult the general specifications of this course in the exchange programme in economics and business admin.