This repository is intended for the individual projects of the course '02435 - Decision-Making under Uncertainty' from the Technical University of Denmark (DTU). It contains all the data, scripts, literature, and reports for each assignment and exercises.
All assignments are coded in Julia and R. For the Julia code, I tried to follow Invenia's Blue guidelines for code styling.
The first assignment was a mix between a brush-up on MILP modelling and Stochastic Programming. The assignment was divided in 5 tasks:
- Modelling a mixed-integer linear program
- Duality
- General questions on stochastic programming
- Modelling a two-stage stochastic program
- Evaluation of stochastic programs
The main results of the assignment was the use uncertainty into decision-making (and its evaluation) through two-stage stochastic programming.