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BIOMAPS 118 (Programs in Quantitative Biology)
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Camden Newark New Brunswick/Piscataway
  Graduate School-New Brunswick 2003-2005 Programs, Faculty, and Courses Operations Research 711 Graduate Courses  

Graduate Courses

16:711:513(S) Discrete Optimization (3) Develops the mathematical foundation of linear and nonlinear optimization procedures for problems in which the variables can take on values only in a finite set, usually (0,1). A variety of algorithms are presented, along with numerous applications. Prerequisite: 16:198:521 or equivalent.
16:711:517(F) Computational Projects in Operations Research (3) Individual and group assignments; intensive computer practice; coding; programming. Staff. Prerequisite: 01:640:350 or 354.
16:711:525(S) Stochastic Models of Operations Research (3) Overview of stochastic operations research model construction. Elements of queuing theory. Stochastic models of inventory and production control. Reliability models. Models in stochastic and dynamic programming. Stochastic simulation and its use in operations research. Staff. Prerequisites: 01:640:477 or 16:960:654.
16:711:531(F) Actuarial Mathematics (3) Economics of insurance, life tables, life insurance, life annuities, benefit premiums and reserves, multiple-life theory, multiple-decrement models, risk theory, and population theory. Prekopa. Prerequisite: 01:960:381.
16:711:547,548Case Studies in Applied Operations Research (3,3) Applications in operations research. Investigates the modeling process as it deals with economic uncertainties, missing information, risk, and priorities. Case study approach used, with students writing "recommendation to management" reports. Guest lecturers from industry describe actual projects. Prerequisites: Linear programming, probability, and computer programming.
16:711:553Boolean and Pseudo-Boolean Functions (3) Theory and applications of Boolean functions and of set (or pseudo-Boolean) functions. Important classes of such functions (e.g., threshold functions) examined. Applications to graph theory, integer programming, and decision making. Prerequisite: Permission of instructor. Recommended: 16:198:521, 16:642:581, or equivalent.
16:711:555(F) Stochastic Programming (3) Decision principles in stochastic programming: penalty models, probabilistic constrained models, dynamic type models. Convexity theory and solutions of the relevant optimization problems by mathematical programming techniques. Applications in economics, business, and engineering. Prekopa. Prerequisites: 16:198:521, 01:640:477.
16:711:556. (S) Queuing Theory (3) Review of major properties of stochastic processes and Markovian-type queues. General theorems in the theory of queues. M/G/1 type systems. Priority disciplines. Conservative queues. Lindley`s model. Ordering and monotonicity. Bounds and approximations. Tandem queues. Reversibility, symmetry, and networks. Applications. Avi-Itzhak. Prerequisite: 16:960:680.
16:711:601,602Seminar in Operations Research (0,0) Regular participation in the colloquia and seminars run by RUTCOR required of all M.S. and Ph.D. students. Prerequisite: Permission of instructor.
16:711:611,612,613,614Selected Topics in Operations Research (BA,BA,BA,BA) Topics of current interest relevant to operations research. Prerequisite: Permission of instructor.
16:711:631(S) Financial Mathematics II (3) Options, futures and other derivatives, arbitrage pricing, Black-Scholes theory, exotic options, interest-rate models, stochastic programming models, and their applications to financial planning. Prekopa. Prerequisites: 16:198:521, 01:960:381.
16:711:695,696,697,698,699Independent Study in Operations Research (BA,BA,BA,BA,BA) Focuses on a specialized topic in operations research individually designed with a supervising faculty member.
16:711:701,702Research in Operations Research (BA,BA)
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