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Operations Research - Graduate Summer School

6

English

#70241 / #2

SS 2016 - WS 2017/18

Fakultät VII

H 33

Institut für Volkswirtschaftslehre und Wirtschaftsrecht

37311500 FG Volkswirtschaftlehre, insb. Wirtschafts- und Infrastrukturpolitik

Hirschhausen, Christian

Mendelevitch, Roman

or@wip.tu-berlin.de

POS-Nummer PORD-Nummer Modultitel
37258 Fehler in der Verknüpfung: Nicht gefunden

Learning Outcomes

KNOWLEDGE: Students will be able to describe and explain the topics listed in the 'content' section. SKILLS: Students will be able to solve non-linear and/or stochastic problems using the methods of applied mathematics, use standard software, and write scientific texts. ABILITIES: Students will be able to create their own mathematical programs in order to empirically evaluate short and long term trends in a case study of one of the application areas (i.a. electricity, gas, coal, CO2, transportation, water).

Content

– Advanced modeling with the General Algebraic Modeling System (GAMS) – Repetition: game theory and Lagrange-method for solving optimization problems – Two-stage equilibrium/complementarity modeling – Integer optimization and algorithms – Non-linear optimization – Real option analysis – Stochastic modeling

Module Components

Pflichtgruppe:

All Courses are mandatory.

Course Name Type Number Cycle Language SWS
Operations Research - Graduate Summer School SEM 71 15 L 43 SS English 4

Workload and Credit Points

Operations Research - Graduate Summer School (SEM):

Workload description Multiplier Hours Total
Class attendance 15.0 4.0h 60.0h
Exam preparation 1.0 40.0h 40.0h
Preparation of term paper 1.0 40.0h 40.0h
Preparation week 5.0 8.0h 40.0h
180.0h(~6 LP)
The Workload of the module sums up to 180.0 Hours. Therefore the module contains 6 Credits.

Description of Teaching and Learning Methods

The module is taught as seminar in a one-week block seminar in June. The course combines theoretical approaches and methods from the field of operations research with application to network industries. Students will, in addition, prepare and present a term paper in small groups of two students, applying the theoretical knowledge to a current topic in network industries.

Requirements for participation and examination

Desirable prerequisites for participation in the courses:

advanced mathematical skills, interest in network industries

Mandatory requirements for the module test application:

1. Requirement:
Modul70146 () passed
2. Requirement:
Modul70186 () passed

Module completion

Grading

graded

Type of exam

Portfolio examination

Type of portfolio examination

No information

Language

English

Test elements

Name Categorie Duration/Extent
Term Paper 50 No information
Written Exam 50 No information

Grading scale

No grading scale given

Test description (Module completion)

The portfolio examination consists of the following elements, adding up to a maximum of 100 credits. The grading follows the joint conversion key of the School of Economics and Management (decision of the school's council dated May 28, 2014 - FKR VII-4/8-28.05.2014).

Duration of the Module

This module can be completed in one semester.

Maximum Number of Participants

The maximum capacity of students is 12.

Registration Procedures

Registration via email (including matriculation number and study program) to or@wip.tu-berlin.de. Registration deadline: May 15.

Recommended reading, Lecture notes

Lecture notes

Availability:  unavailable

Electronical lecture notes

Availability:  available
Additional information:
www.isis.tu-berlin.de

Literature

Recommended literature
Aashtiani, H. Z. / Magnanti, T. (1981): "Equilibria on a Congested Transportation Network", SIAM Journal on Algebraic and Discrete Methods, 2, pp. 213-226
Gabriel, S.A. / Conejo, A.J. / Fuller, J.D. / Hobbs, B.F. / Ruiz, C. (2013): "Complementarity Modeling in Energy Markets", Springer
Winston, W. L. (2004): "Operations Research: Applications and Algorithms", Brooks/Cole

Assigned Degree Programs

This moduleversion is used in the following modulelists:

Verwendungen (8)
Studiengänge: 1 Stupos: 1 Erstes Semester: SS 2016 Letztes Semester: WS 2017/18

Miscellaneous

No information