#### Operations Research (LINMA 2491)

Course lecture videos |
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Lecture 1: Introduction, Capacity Expansion Planning, Uncertainty and Modeling Issues |

Lecture 2: Uncertainty and Modeling Issues (Part II) |

Lecture 3: Value of Information and Value of the Stochastic Solution |

Lecture 4: Lagrange Relaxation |

Lecture 5: Subgradient Methods |

Lecture 6: The L-Shaped Method |

Lecture 7: Multipliers in Software |

Lecture 8: Multicut L-Shaped Method, Multi-Stage Stochastic Programs |

Lecture 9: Nested Decomposition |

Lecture 10: Stochastic Dual Dynamic Programming |

Lecture 11: Proof of Convergence of Nested Decomposition |

Lecture 12: Monte Carlo Methods |

Lecture 13: Dantzig-Wolfe Decomposition |

Lecture 14: Dantzig-Wolfe Decomposition (Part II) |