OR
442/542 & MATH 442
Operations
Research: Stochastic Models
Spring
2006
Instructor: Dr. Martin Durbin
Phone: (703) 414-5012 (O); (703) 282-9622 (C)
E-mail: mdurbin@gmu.edu
Office
Hours: By appointment
Text: Operations Research: Applications and
Algorithms (4rd Ed.) by Winston
Description: The intent of this course is to provide a
modern perspective on the analysis of systems that are stochastic in nature,
that is, systems that have a random component.
There will be an emphasis on the underlying random processes, ultimately
leading to the development of practical strategies for dealing with the design
and analysis of these systems in a contemporary technological environment. Prerequisites are knowledge of the
fundamental elements of probability (no statistical inference is needed) and a
general graduate-level maturity in applied mathematics. There will also be an emphasis on the
numerical solution of problems using spreadsheet software.
Topic Assignment*
Introduction and Review of Probability Read Ch.12
Pg
712 (1)
Pg
714 (1, 2, 6)
Pg
722 (1, 6)
Pg
729 (1)
pg
735 (4, 5, 6, 7)
Decision Making Under Uncertainty Read Ch.13, § 1-4, 6, 7
Pg 741 (1, 4)
Pg
754 (1, 7, 14)
Pg
758 (3)
Pg
764 (1, 3, 6, 11)
Deterministic
Inventory Modeling Read
Ch.15, §
1-7
pg
858 (1, 3, 11)
Pg
864 (1, 3)
pg
868 (2, 3, 4)
pg
872 (2)
Probabilistic Inventory Models Read Ch.16, § 1-6
Pg 884 (1, 2)
Pg
888 (2, 4)
pg
897 (3, 4)
Markov Chains Read
Pg
931 (1, 3)
pg
934 (3)
pg
940 (3, 10, 13)
Pg
948 (9, 10)
Queueing Read
pg
1062 (1, 2, 4)
Pg
1072 (1, 2)
pg
1081 (1, 2, 3, 4, 14)
Forecasting Read Ch.
24, §
1-6
Extra
Credit HW
Forecasting Worksheet
Simulation Read
Ch. 21, § 1-9,
Exponential
WS
Simulation
WS
* Homework sets will be assigned on a
weekly basis from appropriate problems in the textbook.
Grading: Midterm 40%
Final Exam 40%
Class & Homework 20%
100%
Calender: 1st
Class 25 Jan 06
Midterm 08 Mar 06
Spring
Break 12 Mar 06 – 19 Mar
06
Final 10 May 06 (