OR
542
Operations
Research: Stochastic Models
Spring
2009
Instructor: Dr. Andrew Loerch
Office: Science and Tech II, Room 119
Phone: (703)
993-1657 (O)
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 HW
Simulation Read
Chapt. 21, § 1-9, Exp WS, Sim WS
Sim
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%