Syllabus
MSCS253 Sec. 1001
Spring 2008
Stochastic
Models in Operations Research
3:00-4:15 MW in CU118
Instructor: Dr. Stephen J. Merrill Office: CU363
288-5237 Office Hours: MWF 10-12
Course information: http://www.mscs.mu.edu/~stevem
Text: Matthew J. Sobel and Daniel P. Heyman, Stochastic
Models in Operations Research, Vol. I,
Especially Chapters 4-9 and 12
Grading: 2 - 45 minute tests (each 20%), a Midterm
exam (25%),
Homework (20%),
and a Simulation Project (15%)
Tentative test schedule: Test#1 Monday Feb. 11 (tentative) Chapter 4
Midterm Wednesday March 5 (Midterm) Chapter 5
Test#3 Wednesday April 23 Chapter 7
Simulation Project Due Friday May 9 at 1:00 p.m.
Computing: Simulation of the processes discussed will employ MATLAB -- It’s use will be integrated into the course and expected on assignments.
Assignments: Each lecture will include an assignment, due in 1 week. At least once a week, the assignment will include a simulation exercise (again due in 1 week).
Simulation Project: A nontrivial simulation of a process, its description and analysis. More information will be provided after Spring Break.
Learning
Objectives: Familiarity with stochastic processes and their simulation,
especially renewals and the Poisson process, birth-and-death process, branching
process, standard queueing models and networks, and
continuous and discrete time Markov Chains.