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Lecture notes for stochastic programming and robust optimisation

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Optimisation notes - stochastic programming and robust optimisation

This repo contains the notes I use to teach short courses and full semester courses "Stochastic and Robust Optimisation".

This notes are a work in progress and a constantly being updated. At the moment, they are under construction and should not be used as a reference in your academic work. Later, I intend to have a proper release and associated DOI.

I can guarantee these are not free of error. If you find any, please get in touch.

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Lecture notes for stochastic programming and robust optimisation

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