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Transcript
(3-0-0; —–)
Introduction to Operations Research Models
MATH-337*
This course provides an introduction to stochastic operations research. It deals with the
formulation and solution of some industrial and business problems involving uncertainty.
The emphasis is on mathematical models and their applications.
Textbook: Course Notes
Prerequisite: Introductory courses in Probability and Statistics, Calculus
and Linear Algebra.
Exclusion: Commerce 365*.
Instructor: N. M. Rice
Evaluation:
Final Examination
Midterm Test
Homework
70%
20%
10%
Outline:
Lectures
Introduction: Origins of Operations Research.
1
Simulation: Introduction. Monte Carlo methods.
2
Review: Probability laws and distributions.
2
Markov Chains: Introduction to stochastic systems and Markov
chains, transition matrices, n-step transition probabilities,
steady-state distribution, applications to inventory problems.
8
Queues: Examples of waiting-line problems. Poisson process,
Inter-arrival distributions. Exponential distribution. General
birth-death process. Simple queuing model. Expected queue length
and waiting-time distribution. Multi-server models. Optimal number
of servers. Applications to machine maintenance problems.
8
Dynamic Programming: An introduction.
3
Inventory and production planning problems.
4
Pricing Financial Derivatives
6
Midterm and Review
2
36