Operations Research Course Descriptions
Courses for Graduates and Advanced Undergraduates
STOR 305 Mathematical Models for Decision Making. (3) Prerequisite, MATH 381. The use of mathematics to describe and analyze large-scale decision problems. Situations involving the allocation of resources, making decisions in a competitive environment, and dealing with uncertainty are modeled and solved using suitable software packages. Fall. Staff.
STOR 372 Long Term Actuarial Models (3) (Math 161, Stat106). Prerequisite, Math 232, OR 215 or Stat 155. Probability models for long-term insurance and pension systems that involve future contingent payments and failure-time random variables. Introduction to survival distributions and measures of interest and annuities-certain. Fall. Dunn.
STOR 415 Deterministic Models in Operations Research (MATH 151, STAT 181) (3). Prerequisite, MATH 547. Linear, integer, nonlinear and dynamic programming, classical optimization problems, network theory. Fall. Pataki, Provan.
STOR 445 Stochastic Models in Operations Research (3). Prerequisite: STOR 435. Introduction to discrete-time Markov chains, Poisson processes, continuous-time Markov chains, and renewal theory. Applications to queueing systems, inventory, and reliability, with an emphasis on systems modeling, design, and control. Fall. Argon, Ziya
STOR 465 Simulation Analysis and Design (3). Prerequisites: STOR 155, STOR 445, and some familiarity with computer programming. Introduces discrete-event simulation modeling and analysis techniques with applications to manufacturing, service, and other systems. Emphasizes model building, application of basic statistical data analysis, and the use of simulation for design, evaluation, and improvement of practical systems. Introduces available simulation software. Spring. Argon.
STOR 472 Short Term Actuarial Models (3). Prerequisite, Stat 435. Short term probability models for potential losses and their applications to both traditional insurance systems and conventional business decisions. Introduction to stochastic process models of solvency requirements. Spring. Dunn.
STOR 445 Stochastic Models in Operations Research (3).Prerequisite: STOR 435. Introduction to discrete-time Markov chains, Poisson processes, continuous-time Markov chains, and renewal theory. Applications to queueing systems, inventory, and reliability, with an emphasis on systems modeling, design, and control. Fall. Argon, Ziya.
STOR 465 Simulation Analysis and Design (3). . Prerequisites: STOR 155, STOR 445, and some familiarity with computer programming. Introduces discrete-event simulation modeling and analysis techniques with applications to manufacturing, service, and other systems. Emphasizes model building, application of basic statistical data analysis, and the use of simulation for design, evaluation, and improvement of practical systems. Introduces available simulation software. Spring. Argon.
STOR 472 Short Term Actuarial Models (3). . Prerequisite, Stat 435. Short term probability models for potential losses and their applications to both traditional insurance systems and conventional business decisions. Introduction to stochastic process models of solvency requirements. Spring. Dunn.
STOR 515 Computational Mathematics for Decision Sciences (3). Prerequisite: permission of instructor. Reviews basic mathematical and computational theory required for analyzing models that arise in operations research, management science, and other policy sciences. Solution techniques that integrate existing software into student-written computer programs will be emphasized. Fall.
A list of courses offered this coming semester is available from the University Registrar.
Courses for Graduates
STOR 612 Models in Operations Research (3). Prerequisite, calculus of several variables, linear or matrix algebra. Formulation, solution techniques, and sensitivity analysis for optimization problems which can be modeled as linear, integer, network flow, and dynamic programs. Use of software packages to solve linear, integer, and network problems. Fall. Pataki, Provan.
STOR 614 Linear Programming (3). Prerequisites, calculus of several variables, linear or matrix algebra. The theory of linear programming, computational methods for solving linear programs, and an introduction to nonlinear and integer programming. Basic optimality conditions, convexity, duality, sensitivity analysis, cutting planes, and Karush-Kuhn-Tucker conditions. Spring. Pataki, Provan, Lu.
STOR 641 [Equivalent to STOR 734] Stochastic Models in Operations Research I (3). Prerequisite, STAT 435 or equivalent. Review of probability, conditional probability, expectations, transforms, generating functions, special distributions, functions of random variables. Introduction to stochastic processes. Discrete-time Markov chains. Transient and limiting behavior. First passage times. Fall. Kulkarni.
STOR 642 Stochastic Models in Operations Research II (3). Prerequisite, STOR 641 or equivalent. Exponential distribution and Poisson process. Birth-death processes, continuous-time Markov chains. Transient and limiting behavior. Applications to elementary queueing theory. Renewal processes and regenerative processes. Spring. Kulkarni.
STOR 712 Mathematical Programming I (3). Prerequisites, STOR 614 or equivalent. Advanced topics from mathematical programming such as geometry of optimization, parametric analysis, finiteness and convergence proofs, and techniques for large scale and specially structured problems. (Alternate years.) Spring. Tolle.
STOR 713 Mathematical Programming II (3). Prerequisite, STOR 614 or equivalent. Advanced theory for nonlinear optimization. Algorithms for unconstrained and constrained problems. Fall. Tolle.
STOR 722 Integer Programming (3). Prerequisite, STOR 614 or equivalent. Techniques for formulating and solving discrete valued and combinatorial optimization problems. Topics include enumerative and cutting plane methods, Lagrangian relaxation, Benders' decomposition, knapsack problems, and matching and covering problems. (Alternate years.) Pataki..
STOR 724 Networks (3) . Prerequisite, familiarity with linear programming (STOR 612, 614, or equivalent). Network flow problems and solution algorithms; maximum flow, shortest route, assignment, and minimum cost flow problems; Hungarian and out-of-kilter algorithms; combinatorial and scheduling applications. (Alternate years.) Spring. Pataki, Provan.
STOR 743 Stochastic Models in Operations Research III (3). Prerequisite, STOR 641 or equivalent. Intermediate queueing theory, queueing networks. Reliability. Diffusion processes and applications. Markov decision processes (stochastic dynamic programming): finite horizon, infinite horizon, discounted and average-cost criteria. (Alternate years.) Fall. Kulkarni.
STOR 744 Queueing Networks (3) . Prerequisite, STOR 641 or equivalent. Jackson networks; open and closed. Reversibility and quasi-reversibility. Product form networks. Nonproduct form networks. Approximations. Applications to computer performance evaluations and telecommunication networks. (On demand).Kulkarni, Ziya.
STOR 762 Discrete Event Simulation (3). Prerequisites: STOR 555, STOR 641, STOR 642, and familiarity with a computer programming language such as C, FORTRAN, Pascal, or Java. Introduces the concepts of modeling, programming, and statistical analysis as they arise in discrete-event simulations. Emphasizes statistical analysis of simulation output. After successfully completing this course, students should be able to build and run simple discrete-event simulation models in practical situations using available simulation software; statistically analyze how accurately the simulation output estimates the performance; and compare and evaluate alternative system designs by using discrete-event simulations. Spring. Argon.
STOR 772 Introduction to Inventory Theory (3). Prerequisite, permission of instructor. Introduction to the techniques of constructing and analyzing mathematical models of inventory systems. (On demand.) Wagner.
STOR 822 Topics in Discrete Optimization (3). Prerequisites, STOR 614 or permission of instructor. Topics may include polynomial algorithms, computational complexity, matching and matroid problems, and the traveling salesman problem. (Intermittently.) Pataki, Provan.
STOR 824 Computational Methods in Mathematical Programming (3). Prerequisites, STOR 614 or permission of instructor. Advanced topics such as interior point methods, parallel algorithms, branch and cut methods, and subgradient optimization. (Intermittently.) Pataki, Provan, Tolle.
STOR 842 Control of Stochastic Systems in Operations Research (3). Prerequisites, STOR 641 and 642. Review of Markov decision processes. Monotone control policies. Algorithms. Examples: control of admission, service, routing, and scheduling in queues and networks of queues. Applications: manufacturing systems, computer/ communication systems. (Alternate years.)
STOR 910 Directed Reading in Operations Research and Systems Analysis (Variable). Prerequisite, permission of Operations Research faculty member. Fall and spring. Staff.
STOR 705 Operations Research Practice (3). . Prerequisites, STOR 641, 642, 762 and permission of the instructor. Gives students an opportunity to work on an actual operations research project from start to finish under supervision of a faculty member. Intended exclusively for STOR graduate students. Spring.
STOR 892 Special Topics in Operations Research and Systems Analysis (Variable). Prerequisite, permission of instructor. Fall and spring. Staff.
STOR 790 Operations Research and Systems Analysis Student Seminar (1). Students present a technical paper from the literature in Operations. They participate in other students' presentations. Spring. Kulkarni.
STOR 992 Master's Paper (3 or more). Prerequisite, permission of the student's adviser. Fall. Staff.
STOR 994 Doctoral Dissertation (3 or more). Prerequisite, permission of the student's adviser. Fall and spring. Staff.
