OR
442/542
Operations
Research: Stochastic Models
Spring
2004
Instructor: Dr. Andrew Loerch
Office: Science and Tech II, Room 119
Phone: (703) 993-1657 (O); (703) 709-7465 (H)
E-mail:
aloerch@gmu.edu
Office Hours: Before or after class, or 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, ones 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 be a special emphasis on the
numerical solution of problems using spreadsheet software. Description of class administration is
provided. Other
information.
Topic Assignment*
Introduction and Review of
Probability Read
Chapt.12 pg 735 # 4, 6, 7
Review
Problem Sheet Bayes
Decision Making Under Uncertainty Read
Chapt.13, § 1-4, 6;
Deterministic Inventory Modeling Read
Chapt.15, §
1-7 pg 858 #1,3,11
Pg 864 #1,3; pg 868#2,3,4; pg 872 #2
Probabilistic Inventory Models Read Chapt.16, § 1-6 Pg 884 #1,2;
Pg 888 #2,4; pg 897 #3,4
Markov Chains Read
Chapt. 17, §
1-5 Graded HW
Pg 931 #1, 3; pg 934 #3, pg 940 #3, 10,
13
Pg 948 #9, 10
Queueing Read
Chapt. 20, §
1-11 pg 1062 #1,2,4
Pg
1072 #1,2, pg 1081#1,2,3,4,14
Forecasting Read
Chapt. 24, §
1-6 Extra
Credit HW
Simulation Read
Chapt. 21, § 1-9, Exp WS, Sim WS
Sim
Graded HW
* 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%