Downloads

All the material of the lab, in PDF, updated at every publication of the website. Text, figures and data are released under CC BY 4.0; the Python scripts under the MIT license.

The lecture notes

• Lecture notes of the lab

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  Models, worked examples, case studies and sensitivity analysis: the tools, deterministic models, decisions under uncertainty, optimization and machine learning.

  operations-research-lab-notes.pdf

• The code

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  One script per case study and the notebooks for Colab: everything is regenerated with one command.

  operations-research-lab

Slides

The lecture slides, one deck per chapter of the notes (PDF).

• Tools

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  • Introduction to the laboratory
  • Theory background
  • The solver: building, solving, interpreting

• Deterministic models

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  • Multi-period production and inventory
  • Supply chain with congestion and sustainability
  • The Markowitz portfolio
  • Pricing and revenue management
  • Advertising budget allocation
  • Continuous location of a service
  • Smart charging of electric vehicles
  • Service capacity and waiting times

• Decisions under uncertainty

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  • The Newsvendor and its variants
  • VaR and CVaR
  • Arbitrage and pricing

• Optimization and machine learning

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  • Support Vector Machine
  • Robust and quantile regression