Fall 1998

Modified last: December 22. If you would like your final exam and case back, please stop by 1-281 to pick them up.

Class Information

 Classroom 1-273 Class times Monday and Wednesday 3:30 - 5:00 PM Recitation Friday 11:00 AM Required Textbooks Intermediate Business Statistics Analysis of Variance, Regression, and Time Series, Robert Miller and Dean Wichern, Duxbury Press, 1977 Operations Research: Applications and Algorithms, Third Edition, Wayne Winston Duxbury Press, 1994 Recommended Textbook Introduction to Stochastic Processes, Erhan Cinlar, Prentice-Hall, 1975

Phone

Instructor

Stephan Kolitz

(617) 258 3885

 kolitz@draper.com or kolitz@mit.edu

Teaching Assistants

Part I

Masroor Hasan

(617) 252 1124

masroor@mit.edu

Part II

Moncef Chaabouni

moncef@mit.edu

The schedule given below is the current plan, and as such it can and probably will change during the term. In essence, the course is divided into two parts, with an exam at the end of each part. The second exam is scheduled as a final exam, but will only cover the last half of the course. The exam dates have not been set yet.

There are eight short problem sets assigned out of the textbooks, along with two longer cases. The readings in the schedule are to be done before the class day in which they are listed.

Planned Schedule of Classes

 Date Class Topics Readings Problem Sets / Cases Due 9/9/98 1 Course overview Material presented Miller 1.1-1.3 Winston Ch. 1 9/11/98 R1 review of probability 9/14/98 2 Probability spaces, random variables Miller 2.1-2.3 Cinlar 1.1, 1.2 9/16/98 3 Distributions, expectation, variance Miller 2.4, 2.5 Cinlar 1.2, 1.3, 2.1, 2.2 9/18/98 4 Stochastic processes Winston 19.1-19.5, Cinlar 3.1- 3.4, 4.1, 4.2, 4.4, 4.5 5.1 9/21/98 R2 random variables, distributions Problem set 1 9/23/98 5 Queues Winston 22.1, 22.2, 22.4 9/25/98 6 Simulation Winston 23.1-23.4 9/28/98 7 Simulation Winston 23.5, 23.6, 23.9 9/30/98 R3 stochastic processes, queues, simulation Problem set 2 10/2/98 8 Statistics, estimation Miller 3.1, 3.2; Winston 23.7 10/5/98 R4 statistics, estimation Problem set 3 10/7/98 9 Estimation, hypothesis testing Miller 3.3-3.6 10/9/98 10 Hypothesis testing Miller 3.7-3.9 10/13/98 R5 hypothesis testing Problem set 4 10/14/98 11 Regression Miller 5.1-5.4 10/16/98 12 Regression Miller 5.5-5.11, 5B 10/19/98 13 Overview of more advanced models Miller 6,7,9 Problem set 5 10/21/98 14 Overview of more advanced models 10/23/98 R6 review for exam 10/26/98 15 Linear algebra Winston Ch. 2 10/28/98 16 Linear programs Winston Ch. 3 10/30/98 R7 linear programs Case 1 11/2/98 17 Linear programs Winston Ch. 3, 5 Problem set 6 11/4/98 18 Duality Winston Ch. 5, 6 11/6/98 R8 linear programs, duality 11/9/98 19 Networks Winston Ch. 7 Problem set 7 11/13/98 R9 duality, networks 11/16/98 20 Networks Winston Ch. 8 Problem set 8 11/18/98 21 Integer programs Winston Ch. 9 11/20/98 R10 networks, integer programs 11/23/98 22 Integer programs Winston Ch. 9 Case 2 question 1 11/30/98 23 Decomposition Chapter 10 handout 12/2/98 R11 Case2 questions 12/4/98 R12 Decomposition, review Case 2 questions 2,3 12/7/98 24 Heuristics Chapter 10 handout 12/9/98 25 Heuristics