47-837 Statistical Foundations of Operations Research

6 units, Carnegie Mellon University

Increasingly, in the industry, in the sciences, and in our personal lives, our understanding of the modern world, hence our decision-making (the principality of Operations Research), is driven by data. While data is often synonymous with randomness and hence uncertainty, a remarkable l eitmotif in the theory of randomness is that a system with multiple random components exhibits great regularity (e.g, it's almost deterministic in many regards) and universality (e.g., it's behavior is invariant to the specifics of its random constituents). How should we synthesize modern OR algorithms that best make use of these phenomena? What are the fundamental l imits of data-driven learning and decision making? This course provides a solid probabilistic and statistical foundation for early graduate students preparing to delve deeply into data-driven l earning and optimization.

Prerequisites: none listed

Offered: Spring 2027, Spring 2026

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