Semester.ly

Johns Hopkins University | EN.570.676

Stochastic Programming

3.0

credits

Average Course Rating

(4.09)

The course deals with computationally tractable methodologies for incorporating risk/uncertainty into mathematical programming (optimization) models. Focal topics include chance-constrained programming, stochastic linear programming, two-stage programming under uncertainty and stochastic dynamic programming. Some of these techniques may result in the creation of nonlinear models thus nonlinear/nonseparable optimization techniques are presented as well. Numerous applications are presented involving, for the most part, environmental (i.e., water and air resources) problems. Prerequisites: linear programming or equivalent, and introductory probability and statistics.

Spring 2013

(4.11)

Spring 2014

(4.4)

Spring 2015

(3.75)

Spring 2013

Professor: Joseph El is

(4.11)

The best aspects of the course included the wide range of topics covered on stochastic programming. The professor was kind, approachable, and knowledgeable in the subject of stochastic programming. The worst aspects of the course included the professor’s fast paced lessons and the lack of adequate practice assignments for students to real y understand the concepts. The course would improve if there were more practice problems and more detailed class lessons. Prospective students should have some previous background in optimization algorithms. 139

Spring 2014

Professor: Joseph El is

(4.4)

The highlight of this course was an instructor who was knowledgeable, approachable, and willing to take time out of lecture to answer questions clearly and fully. Many students were interested in the material and found it relevant and applicable to future careers. The worst aspect of the course was the lack of organization in class. Some students wanted additional explanation of some programming concepts in class. This was a common suggestion for improvement, as was better time management and focus in the lectures. Prospective students should know that prior programming and familiarity with optimization is useful, but the instructor is more than wil ing to help anyone who needs it. This course and instructor are highly recommended.

Spring 2015

Professor: Joseph El is

(3.75)

The best aspects of the class included the fun course. Students appreciated the professor’s willingness to help individual students identify their strengths and weaknesses and find ways to address them. In-class discussions led by the instructor helped students comprehend the information. However, the workload was heavy and hard to keep up with and there was little opportunity for students to speak French. To improve the class, the instructor could find innovative ways to help students understand the language and to review the material. Prospective students should know that the class requires a lot of work.