Instructor: Merve Bodur
PhD in Industrial and Systems Engineering, UW Madison
Split Cuts for Two-Stage Stochastic Integer Programs and Tracking Influence in Dynamic Social Networks
Merve Bodur Stochastic programming is a way of dealing with uncertainty in the optimization problems. We consider two-stage stochastic programs with integer first stage and continuous second stage. It means that the decision maker must take some integer decisions before the uncertainty is revealed, then can observe the realizations and …