AS/SC/MATH4170.06
Operations Research II
This course deals with deterministic and probabilistic models
based on optimization. The following topics will be discussed:
1) game theory (how to find the best strategies in a
confrontation between two players with opposite interests); 2)
decision theory (how to act in order to minimize the loss subject
to the available data); 3) simulation (how to sample from a
probability distribution and accurately approximate multiple
integrals using random numbers); 4) reliability theory (how to
evaluate the lifetime of a system consisting of many interacting
subsystems); 5) queueing theory (how to assess what may happen in
a system where the customers arrive randomly, wait in line, and
then get served); 6) measures of uncertainty and nonlinear
optimization (how to measure uncertainty in probabilistic
modelling, applications to patternrecognition and classification,
nonlinear optimization techniques). Each chapter contains
specific optimization problems and methods and algorithms for
solving them. The course is rich in examples.
There is no textbook and the lecture notes are essential. Useful
books are: (a) F. S. Hillier and G. J. Liberman,
Introduction to
Operations Research, 4th ed. (HoldenDay); (b) H. A. Taha,
Operations Research, An Introduction, 4th ed.
(MacMillan).
There are three prerequisites: (i) some background in
probability and statistics such as MATH2030.06 or
MATH1132.03 or MATH2030.03; (ii) some background in
calculus
of several variables such as MATH2010.03, MATH2310.03 or
MATH2015.03 (ACMS2030.06); and (iii) some knowledge of linear
programming, perferably from MATH3170.06. Students who have
not taken these courses need the permission of the course
coordinator.
The final grade is based on four onehour tests worth 15% each and a
final examination worth 40%.

Prerequisites: AS/SC/MATH2010.03 or AS/SC/MATH2015.03 or
AS/SC/MATH2310.03; AS/SC/MATH1132.03 or AS/SC/MATH2030.06 or
AS/SC/MATH2030.03; AS/SC/MATH3170.06; or permission of the course
coordinator.

Coordinator: Silviu Guiasu