# Operations Research Course Descriptions

#### Courses for Graduates and Advanced Undergraduates

**STOR 305 Decision Making Using Spreadsheet Models (3) **

Prerequisite, MATH 152 or STOR155. 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. Wagner

**STOR 415 Introduction to Optimization (3)**

Prerequisite: MATH 547. Linear, integer, nonlinear, and dynamic programming, classical optimization problems, network theory. Spring. Lu, Tran-Dinh.

**STOR 445 Stochastic Modeling (3) **

Prerequisite: STOR 435 or BIOS 660. 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. Ziya, Kulkarni.

**STOR 465 Simulation for Analytics (3)**

Prerequisites: STOR 445. Introduces concepts of random number generation, random variate generation, and discrete event simulation of stochastic systems. Students perform simulation experiments using standard simulation software. Spring. Argon

**STOR 471 Long Term Actuarial Models (3) **Prerequisite: STOR 435. 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 472 Short Term Actuarial Models (3)**Prerequisite, STOR 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.

#### 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.

**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. Lu, Pataki,

**STOR 641 Stochastic Models in Operations Research I (3)**Prerequisite, STOR 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. Ziya.

**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 705 Operations Research Practice (3)**Prerequisites, STOR 614, 641, 762 and permission of the instructor. Gives students an opportunity to work on an actual operations research project from start to finish under the supervision of a faculty member. Intended exclusively for operations research students. (On demand) Pataki

**STOR 743 Stochastic Models in Operations Research III (3)**

Prerequisite, STOR 642 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. Argon, Ziya.

**STOR 744 Queueing Networks (3)**

Prerequisite, STOR 642 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 and 641. Familiarity with computer programming required. Introduces students to modeling, programming, and statistical concepts applicable to discrete event simulation on digital computers. Emphasizes statistical analysis of simulation output. Students model, program, and run simulations. Spring. Argon.

**STOR 790 Operations Research Student Seminar (1)**

Students present a technical paper from the literature in Operations. They participate in other students’ presentations. Spring. Kulkarni.

**STOR 892/893 Special Problems in Statistics and Operations Research (1-3)**

Prerequisite, permission of instructor. Fall, Spring. Staff.

**STOR 910 Directed Reading in Operations Research (1-3)**

Prerequisite, permission of Operations Research faculty member. Fall, Spring. Staff.

**STOR 992 Master’s Paper (3)**

Prerequisite, permission of the student’s adviser. Fall, Spring, Summer. Staff**. **

**STOR 994 Doctoral Dissertation (3)**

Prerequisite, permission of the student’s adviser. Fall, Spring, Summer. Staff.