Econ 675a/MGMT 720a Models of Operations Research and Management

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Day / time: 
Wednesday 4:10-7:10
Course Type: 
Graduate
Course term: 
Fall
Year: 
2017
Location: 
EVANS 2230

This course aims to expose graduate students to main stochastic modeling methods and solution concepts used to study problems in  operations research and management.  The first half of the class will cover analysis of queuing models such as Markovian queues, networks of queues, and queues with general arrival or service distributions, as well as approximation techniques such as heavy traffic approximation.  The second part will focus on control of stochastic processes; it will cover finite and infinite-horizon dynamic programming problems, and special classes such as linear quadratic problems, optimal stopping, and multi-armed bandit problems.

Semester offered: 
Fall
Visiting Instructor(s): 
Vahideh Manshadi
Course Description: 
Course Description