Sie sind hier: Veranstaltungen / ProDok
Dienstag, 13. November 2018
Follow & Join Us
VHB Gruppe

  

Kernaktivitäten

 

81. Jahrestagung des VHB

12. bis 14. Juni 2019 in Rostock

 

 

 

Wissenschaftliche Kommissionen

Probabilistic Models and Stochastic Programming

 

Abstract and Learning Objectives

The course covers the basic elements of i) Markovian models of stochastic systems and ii) Markovian decision processes as well as iii) basic elements of stochastic programming using scenario techniques. In this course, participants will learn how to construct and use these particular classes of probabilistic models of systems and decision processes or situations. The defining feature of the Markovian models is the memoryless property of the underlying stochastic processes. It essentially states that the future behavior of a system or decision process depends only on its current state, but not its previous history. The participants will learn why and how this often makes it possible to determine the probabilities of the different system states and how these probabilities can then be used to determine performance measures of the system or to assign economic values to decisions made in an uncertain environment.

 

Date of Event:

February 25-28, 2019

 

Location:

Leibniz University Hannover

 

Lecturer:

Prof. Dr. Stefan Helber (Leibniz University Hannover)

https://www.prod.uni-hannover.de/helber.html

stefan.helber(at)prod.uni-hannover(dot)de

 

Registration:

To get an overview of the amount of the participation fee and to register for the course, please use this link: http://vhbonline.org/veranstaltungen/prodok/anmeldung/

You can also send an email to prodok(at)vhbonline(dot)org.

 

Registration Deadline: 27. Januar 2019

 

 

 
VHB-Online nutzt Cookies, um Ihren Besuch auf unserer Seite komfortabler zu gestalten. Indem Sie „Ich bin einverstanden“ anklicken ohne Ihre Cookie Einstellungen zu verändern, geben Sie uns Ihre Einwilligung Cookies zu verwenden. Für weitere Informationen lesen Sie bitte unsere Datenschutzhinweise.
Ich bin einverstanden