Бакалавриат
2026/2027
Операционная аналитика
Статус:
Курс по выбору (Совместная программа по экономике НИУ ВШЭ и РЭШ)
Где читается:
Факультет экономических наук
Когда читается:
4-й курс, 1 модуль
Охват аудитории:
для своего кампуса
Язык:
русский
Кредиты:
3
Контактные часы:
32
Программа дисциплины
Аннотация
We will focus on two themes: making optimal decisions anddealing with uncertainty and risk. We will start with basic business process analysis and find out how it could be analyzed using linear optimization techniques. Next, we will introduce uncertainty in our models of business processes and find out how Markov modeling techniques can help us understand and manage the resulting inefficiencies. (For example, how should an intensive care unit admit its patients?) After that, we will combine the two perspectives by looking at inventory management under uncertainty. For example, how should a fashion retailer decide on the order quantity for a new cool T-shirt? Developing these ideas, we will arrive at basic models of stochastic optimization, and apply them to strategic problems: for example, if acompany is investing in two new car factories, should these factories be able to produce multiple car models or should they be focused on a single one? Finally, we will arrive at multi-period models that could be solved with dynamic programming, which have applications from retailassortment planning to plane ticket selling to patient appointment scheduling.