Assignments

The two assignments will consist of exercises that allow students to experiment with the concepts presented in chapters 2, 3, 4, and 5 of the lecture notes.

Assignment #1

Complete exercises 3.1, 3.2, 3.3, 3.4 of the lecture notes.

Colab code for exercises 3.1, 3.2, 3.3: Google Colab notebook

Colab code for exercises 3.4: Google Colab notebook
Warning! Make sure to also fill in the section of the code requesting the implementation of the reduced form of the robust optimization model. You should be brave enough to attempt it.

(New) Due date (revised): Friday, March 8th, 2024.

Submit by email at: erick.delage@hec.ca Your email should contain a pdf presenting the answers to the questions and links to Google Colab notebooks implementing the code. Please make sure that you set the Colab notebook with the sharing setting: “Anyone with the link” is a “viewer”.

Assignment #2

Complete exercises 4.3, 5.4, and 5.5 of the lecture notes.

Colab code for exercises of chapter 4: Google Colab notebook
Warning! You don’t need to fill the section of the code requesting a solution to exercice 4.1.

Colab code for exercises of chapter 5: Google Colab notebook

Due date : Friday, March 15th, 2024

Submit by email: erick.delage@hec.ca Your email should contain a pdf presenting the answers to the questions and links to Google Colab notebooks implementing the code. Please make sure that you set the Colab notebook with the sharing setting: “Anyone with the link” is a “viewer”.