Operations Research Course Descriptions

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Courses for Graduates and Advanced Undergraduates

*Number in [ ] denotes the old course number.

STOR 305 [140] Mathematical Models for Decision Making (3) -
Prerequisite, MATH 81. 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 [161] Long Term Actuarial Models (3). (Math 161, Stat106). Prerequisite, Math 32, OR 31 or Stat 31. 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 [181] Deterministic Models in Operations Research (MATH 151, STAT 181) (3) -
Prerequisite, MATH 147. Linear, integer, nonlinear and dynamic programming, classical optimization problems, network theory. Fall. Pataki, Provan.

STOR 445 [183] Stochastic Models in Operations Research (3) -
Prerequisite, BIOS 160 or STAT 126. Introduction to Markov chains, Poisson process, continuous-time Markov chains, renewal theory. Applications to queueing systems inventory, and reliability, with emphasis on systems modelling, design, and control. Spring. Kulkarni, Ziya.

STOR 472 [162] Short Term Actuarial Models (3). (Math 162, Stat107). Prerequisite, Stat 126. 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 [190] 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. Tolle.

A list of courses offered this coming semester is available from the University Registrar.

Courses for Graduates

STOR 612 [210] 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, Rubin.

STOR 614 [211] 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, Rubin.

STOR 641 [220] Stochastic Models in Operations Research I (3) -

Prerequisite, STAT 126 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, Stidham.

STOR 642 [221] Stochastic Models in Operations Research II (3) -

Prerequisite, OR 220 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, Stidham.

STOR 712 [212] Mathematical Programming I (3) -
Prerequisites, OR 211 and either OR 190 or MATH 191 or permission of instructor. 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 [213] Mathematical Programming II (3) -
Prerequisite, OR 212 or permission of instructor. Advanced theory for nonlinear optimization. Algorithms for unconstrained and constrained problems. Fall. Tolle.

STOR 722 [214] Integer Programming (3) -
Prerequisite, OR 211, permission of instructor. 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 [215] Networks (3) -
Prerequisite, familiarity with linear programming (OR210 or OR211 or permission of instructor). 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 [222] Stochastic Models in Operations Research III (3) -

Prerequisite, OR 221 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, Stidham.

STOR 744 [223] Queueing Networks (3) -

Prerequisite, OR 221 or permission of instructor. 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 [233] Discrete Event Simulation (3) -

Prerequisites, STAT 127,OR 220, and OR 221 or the equivalent, and familiarity with computer programming. 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. Fall. Argon.

STOR 772 [225] 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 [216] Topics in Discrete Optimization (3) -
Prerequisites, OR 212 and permission of instructor. Topics may include polynomial algorithms, computational complexity, matching and matroid problems, and the traveling salesman problem. (Intermittently.) Pataki, Provan.

STOR 824 [217] Computational Methods in Mathematical Programming (3) -
Prerequisites, OR 212 and 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 [224] Control of Stochastic Systems in Operations Research (3) -

Prerequisites, OR 220 and OR 221. 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.) Stidham.

STOR 910 [321] Directed Reading in Operations Research and Systems Analysis (Variable) -

Prerequisite, permission of Operations Research faculty member. Fall and spring. Staff.

STOR 705 [350] Operations Research Practice (3) -

Prerequisites, OR 211, OR 220, OR 233, 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 Operations Research students. Spring. Fishman.

STOR 892 [351] Special Topics in Operations Research and Systems Analysis (Variable) -

Prerequisite, permission of instructor. Fall and spring. Staff.

STOR 790 [389] 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 [392] Master's Paper (3 or more) -

Prerequisite, permission of the student's adviser. Fall. Staff.