Syllabus
Rutgers University
College of Engineering
Department of Industrial Engineering
540:338 Probabilistic Models in OR
Instructor: Dr. M. B. Gürsoy
Office: CoRE 218
Phone: X-5465
Email: gursoy@soe.rutgers.edu
COURSE OUTLINE
 
Topics to be covered:
 
Week

1. Revies 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

4. Poisson Processes (Chapter 20 and Notes)

5-6

5. Queuing (Chapter 20)

Birth and Death Processes

7

M/M/l Queuing Systems

8

M/M/s Queuing Systems

9

M/G/l, M/G/ , GI/G/ Queuing Systems

10

M/G/s Queuing Systems

11

Finite Source Models

12

Queuing 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 I 20%, Midterm Exam II 20%, final Exam 35%, Homeworks 10%, Porject 15%.

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