Operations Research II

 
Vakcode:
E_EOR2_OR2
Periode:
Periode 4+5
Credits:
6.0
Voertaal:
Nederlands
Faculteit:
School of Business and Economics
Coördinator:
dr. A.A.N. Ridder
Examinator:
dr. A.A.N. Ridder
Docenten:
dr. A.A.N. Ridder
dr. D.A. van der Laan
Lesmethode(n):
Hoorcollege, Werkgroep
Niveau:
200

Doel vak

To be introduced to the theory of stochastic processes and models that
are important in EOR practice. To learn modeling techniques for
translating an EOR problem into an appropriate stochastic model. To
learn how to apply optimization and simulation techniques for
performance analysis of stochastic systems.

Inhoud vak

This is an introductory course in stochastic models. It builds upon the
basic course in probability theory and extends the theory of static
probability to dynamic stochastic processes. The course focuses on
Poisson process, discrete-time and continuous-time Markov chains, with
applications to queueing models, risk analysis, reliability problems,
and option pricing. It also discusses dynamic optimization and
stochastic simulation of these systems.

Onderwijsvorm

Combined lectures and tutorials.

Toetsvorm

1. Individual assignment. 2. Midterm exam. 3. Final exam.

Literatuur

Hamdy A. Taha: Operations Research, An Introduction. Tenth Edition.
Pearson 2017.

Vereiste voorkennis

Introductory courses on Probability Theory and Statistics

Aanbevolen voorkennis

Courses in Mathematical Analysis, Discrete Mathematics, Linear Algebra.

Doelgroep

Junior/Senior undergraduates in Applied Mathematics (e.g. Econometrics
and Operations Research)

Overige informatie

The course is suitable to be taken in an exchange progam.

© Copyright Vrije Universiteit Amsterdam
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