Assignment 2

Author

Affiliation

Aditya Mahajan

McGill University

1. Exercise 1.1 from notes on stochastic optimization. Provide an analytic solution to the problem, similar to the solution for Example 1.1.

2. Exercise 1.4 from the notes on stochastic optimization. Provide an analytic solution to the problem, similar to the derivation of the analytic solution for the case of continuous demand and actions in the notes.

3. Exercise 2.1 from the notes on dealing with observations. Write a computer program in any language of your choice to find the optimal policy. You must submit your code along with your solution.

4. Exercise 2.2 from the notes on dealing with observations. Write a computer program in any language of your choice to find the optimal policy. You must submit your code along with your solution.