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 Ch. 17, 1-5

Pg 931 (1, 3)

pg 934 (3)

pg 940 (3, 10, 13)

Pg 948 (9, 10)

 

Queueing Read Ch. 20, 1-11

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 (7:30 pm 10:15 pm)