[Class 1 Notes] Introduction to two stage stochastic linear and integer optimization
[Class 2 Notes] Stochastic optimization: Independent distributions
[Class3and4-Notes] Distributionally robust optimization: Univariate marginals
[Class5-Notes] Comparing solutions: Independence and dependence
[Class6-Notes] Distributionally robust optimization: Multivariate marginals
[Class8-Notes] Basics of SDP and polynomial optimization
[Class9-Notes] Moment bounds
[Class10-Notes] Moment formulations for distributionally robust optimization
Guest lecture – Prof Teo Chung Piaw
[sparse-slides-SUTD] On the design of sparse and efficient structure in operations
[Bike Rebalancing] Bike rebalancing
Guest lecture – Assistant Prof Karthyek Murthy
[v2] Wasserstein distance based distributionally robust optimization