THE UNIVERSITY OF WESTERN ONTARIO

Department of Statistical & Actuarial Sciences

Statistical Sciences 437b: Topics in Operations Research

Course Outline for January-April 2003

Prof. Z. Krougly, WSC 205, (519) 661-2111 ext. 86985, Email: zkrougly@stats.uwo.ca

Prof. D.A. Stanford, WSC 211, (519) 661-3612, Email: stanford@stats.uwo.ca

Lectures MWF 9 –10 a.m. WSC 248

Office Hours: Prof. Z. Krougly MWF 10-10:30 and 2-3 p.m. until the midterm.

Prof. D.A. Stanford MWF 10-10:30 and 3-4 p.m., March to end of year. (Please note: If no one has arrived by 3:40 p.m., I may not be available after this point.) Other times by appointment only.

Prerequisites: A minimum grade of "C" in either Statistical Sciences 325a, or in both Statistical Sciences 357a plus the former Actuarial Science 325a.

Textbooks: A) The queueing theory section (the first half) will refer to An Introduction to Stochastic Processes by Edward Kao. The Kao book is also available in the UWO bookstore. B) Introduction to Operations Research, 7th edition, by Hillier & Lieberman will be used for the latter half of the course. It would be best to place an order for some copies, which students can share, once the course is underway.

Recommended reading in the library: Fundamentals of Queueing Theory (any edition), by Donald Gross and Carl Harris, Computational Probability (Grassmann) chapter 4, Queuing Networks and Markov Chains, by G. Bolch, S. Greiner, H. DeMeer and K. Trivedi, Practical Queueing Analysis by M. Tanner. A copy of these books is in the Taylor library and will be held on a 2-days reserve basis.

WEEK

TOPIC

1-7

Embedded Markov Chains for the M/G/1 and GI/M/1 queues,

priority queues, queueing networks, modelling and performance evaluation

with computer science applications

 

BREAK WEEK

8

Matrix-geometric Solutions

9-10

Decision Theory

11-12

Dynamic Programming

13

PERT/CPM

 Evaluation: Your Final grade will be comprised of 50% for the final exam, 30% for the midterm, and 16% for 4 assignments, and 4% participation mark. NB Students wish to receive the CORS diploma, and who choose to do their CORS project via 437b, must perform a computer modelling project prior to mid-May.