Special attention will be devoted to portfolio optimization and to risk management problems. Prerequisites: Operations Management, Statistics. A survey of linear programming and its applications.

This course examines formulation and solution of applicable optimization models, including linear, integer, nonlinear, and network problems, efficient algorithm methods, and use of computer modeling ...

MA 69200 - Topics Applied Math This course will constitute an introduction to the kinetic theory with the focus on the Boltzmann equation and related kinetic models ... linear programming; calculating ...