The course is aimed to give a knowledge for undergraduted or Phd students about statistical simulation, stochastic modeling and stochastic programming methods towards applications to finance, business and statistics, including such applied topics as supply chain management, financial management, chance constrained optimization, Monte-Carlo Markov chain, etc. The course is focused on topics of nonlinear and linear continuous programming that aren’t widely highlighted in traditional tutorials on stochastic optimization.
Language of the course - English.
Tutor of the course:
Prof. L. Sakalauskas, Institute of Mathematics and Informatics, Lithuania