Syllabus
Rutgers University
College of Engineering
Department of Industrial Engineering
540:338 Probabilistic Models in OR
Instructor: Dr. M. B. Gürsoy
Office: CoRE 206
Phone: X-5465
Email: gursoy@soe.rutgers.edu
COURSE OUTLINE
 
Topics to be covered:
 
Week

1. Review of Probability Theory
1

2. Markov Chains (Chapter 17)

Models and Definitions
1

Absorbing Chains-First Step Analysis
2

First Passage Times
3

Limiting Distributions
4

Poisson Processes (Chapter 20 and Notes)
5-6

Queueing (Chapter 20)

Birth and Death Processes
7

M/M/l Queueing Systems
8

M/M/s Queueing Systems
9

M/G/l, M/G/ , GI/G/ Queueing Systems
10

M/G/s Queueing Systems
11

Finite Source Models
12

Queueing Networks- Open, Closed
13
Text:

“Operations Research: Applications and Algorithms”, by W. Winston, 4th Ed., Brooks/Cole-Thomson Learning, 2004.
Project:

Project will be done in groups of three or four. Topics are selected by the group but must be approved by the instructor. Project must involve the application of Markov chains and/or queuing theory in manufacturing or service industry. Students must collect data, model the current system, evaluate alternatives and propose improvements. A written report and oral presentation is required.
Grading:

Midterm Exam 30%, Final Exam 35%, Homeworks 15%, Project 20%.
Exam Policy - There is one 80min long midterm and a 3hr. long comprehensive final exams. During the written exams, the following rules apply:

You will be provided with a cheat sheet.

If you have a disability that influences testing procedures, provide me an official letter from the Office of Disability Services at the start of the semester.

All exams are closed book, closed notes, and no cell phones, no electronic or hard copy cheat sheets are allowed. Please go over the Rutgers Academic Integrity Policy.

I do NOT tolerate cheating. Students are responsible for understanding the RU Academic Integrity Policy. I will strongly enforce this Policy and pursue all violations. On all examinations and assignments, students must sign the RU Honor Pledge, which states, “On my honor, I have neither received nor given any unauthorized assistance on this examination or assignment.” Don’t let cheating destroy your hard-earned opportunity to learn.
Feeling tired and under stess please contact Rutgers Student Wellness Program..
THIS SYLLABUS IS SUBJECT TO CHANGE.