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#70241 / #2

SS 2016 - WS 2017/18

English

Operations Research - Graduate Summer School

6

Hirschhausen, Christian

benotet

Portfolioprüfung

Zugehörigkeit


Fakultät VII

Institut für Volkswirtschaftslehre und Wirtschaftsrecht

37311500 FG Volkswirtschaftlehre, insb. Wirtschafts- und Infrastrukturpolitik

Volkswirtschaftslehre

Kontakt


H 33

Hainsch, Karlo Benedikt

or@wip.tu-berlin.de

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 NameTypeNumberCycleLanguageSWSVZ
Operations Research - Graduate Summer SchoolSEM71 15 L 43SoSeEnglish4

Workload and Credit Points

Operations Research - Graduate Summer School (SEM):

Workload descriptionMultiplierHoursTotal
Class attendance15.04.0h60.0h
Exam preparation1.040.0h40.0h
Preparation of term paper1.040.0h40.0h
Preparation week5.08.0h40.0h
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 [Operations Research - Grundlagen (OR-GDL)] passed
2. Requirement
Modul70186 [Operations Research - Methoden der Modellierung von Netzwerkindustrien (OR-INF)] passed

Module completion

Grading

graded

Type of exam

Portfolio examination

Type of portfolio examination

No information

Language

English

Test elements

NamePoints/WeightCategorieDuration/Extent
Term Paper50No informationNo information
Written Exam50No informationNo information

Grading scale

No information

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

The following number of semesters is estimated for taking and completing the module:
1 Semester.

This module may be commenced in the following semesters:
Sommersemester.

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 module is used in the following Degree Programs (new System):

Studiengang / StuPOStuPOsVerwendungenErste VerwendungLetzte Verwendung
This module is not used in any degree program.

Miscellaneous

No information