IØ8404 - Advanced Stochastic Optimization


New from the academic year 2023/2024

Examination arrangement

Examination arrangement: Assignment
Grade: Passed / Not Passed

Evaluation Weighting Duration Grade deviation Examination aids
Assignment 100/100

Course content

The course provides knowledge of methods and models for optimization based decision support under uncertainty and risk. The course consists of four related parts:

  • Theory
  • Decomposition Algorithms
  • Advanced models
  • Scenario generation

Learning outcome

The course is designed for PhD students who work with theoretical and practical optimization problems under uncertainty, in industry and services.

The course will convey the following knowledge: The theoretical foundation necessary for formulation, analysis and solution of stochastic programming problems and relevant applications. The knowledge necessary to conduct research in the field of optimization under uncertainty. The course builds on and extends IØ8403 Stochastic Optimization, focusing more on advanced models, decomposition algorithms and scenario generation.

The course will develop the following skills: Training to build and solve optimization models for solution of planning and economic problems under uncertainty in energy, production, logistics, transportation, finance, telecom.

Learning methods and activities

Lectures and exercises. Non-obligatory exercises. The course can be given in form of intensive lectures with several hours per day, several days per week, during a limited number of weeks in the semester.

Course materials

Given at the beginning of the semester.

Credit reductions

Course code Reduction From To
IØ8401 5.0 AUTUMN 2023
More on the course



Version: 1
Credits:  5.0 SP
Study level: Doctoral degree level


Term no.: 1
Teaching semester:  AUTUMN 2023

Language of instruction: English

Location: Trondheim

Subject area(s)
  • Managerial Economics, Finance and Operations Research
  • Industrial Economics and Technology Management
  • Business Economics
  • Operations Research
Contact information
Course coordinator: Lecturer(s):

Department with academic responsibility
Department of Industrial Economics and Technology Management


Examination arrangement: Assignment

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD Assignment 100/100 INSPERA
Room Building Number of candidates
  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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