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Sections covered:

• Aug 26: Section 1.1, farming example.
• Aug 29: Section 2.1. Section 1.1, news vendor problem. Section 2.7.
• Sep 5: Section 1.2.
• Sep 9: Section 2.4. Section 3.1(a).
• Sep 12: Section 3.1(b).
• Sep 16: Section 3.1(c).
• Sep 19: Sections 3.1(d) and (e).
• Sep 23: Sections 3.2 and 3.3(a).
• Sep 26: Section 3.3(b). Here is the paper on simple integer recourse by Louveaux and van der Vleck.
• Sep 30: Section 3.3(c). The Probabilistic Traveling Salesman Problem. See here for more information.
• Oct 3: Sections 3.5 and 1.3.
• Oct 7: Chapter 4.
• Oct 10: Section 5.1.
• Oct 15: Sections 5.2 and 5.3.
• Oct 17: Section 5.4.
• Oct 21: Section 10.2(b).
• Oct 24: Sections 5.5 and 5.6.
• Oct 28: Section 5.7.
• Oct 31: Section 6.4.
• Nov 4: Section 7.1.
• Nov 7: Sections 9.2 and 9.3.
• Nov 11: Sections 9.5 and 9.6.
• Nov 14: Sections 10.1 and 10.2.
• Nov 18: More on section 9.2.
• Nov 21: Chapters 11 and 12.
• Nov 25: Asset and liability management, based loosely on the paper by Gondzio and Kouwenberg.
• Dec 2: Computational performance of sampling methods. Financial applications, including discussion of decision rules, scenario generation, and utility functions. See Linderoth, Shapiro, and Wright, Mulvey, Rush et al., and Consiglio and Zenios.