Rutgers, The State University of New Jersey
Graduate School New Brunswick
 
About the University
Graduate Study at the University
Other Graduate Study at the University
Admission
Degree Programs Available
Financial Aid
Student Services
Academic Policies and Procedures
Degree Requirements
Programs, Faculty, and Courses
Course Information
African Studies 016
Anthropology 070
Art History 082
Arts, Visual and Theater
Asian Studies 098
Atmospheric Science 107
Biochemistry 115
Biomedical Engineering 125
Biotechnology 126
Cell and Developmental Biology 148
Cellular and Molecular Pharmacology
Chemical and Biochemical Engineering 155
Chemistry and Chemical Biology 160
Chinese 165
Cinema Studies 175
Civil and Environmental Engineering 180
Classics 190
Cognitive Science 185
College Teaching 186
Communication, Information and Library Studies 194
Communication Studies
Comparative Literature 195
Computational Biology and Molecular Biophysics (BioMaPS) 118
Computer Science 198
Curatorial Studies
Ecology and Evolution 215
Economics 220
Education 300
Educational Psychology; Educational Theory, Policy, and Administration; Learning and Teaching
Electrical and Computer Engineering 332
Endocrinology and Animal Biosciences 340
Engineering Geophysics
English, Literatures in (English 350, Composition Studies 352)
English as a Second Language 356
Entomology 370
Environmental Change, Human Dimensions of 378
Environmental Sciences 375
Food and Business Economics 395
Food Science 400
French 420
Geography 450
Geological Sciences 460
Geospatial Information Science 455
German 470
History 510
Human Resource Management
Industrial and Systems Engineering 540
Industrial Relations and Human Resources 545
Interdisciplinary Ph.D. Program 554
Italian 560
Labor and Employment Relations
Library Studies
Linguistics 615
Literature and Language 617
Literatures in English
Management
Materials Science and Engineering 635
Mathematical Finance 643
Mathematics 640, 642
Mechanical and Aerospace Engineering 650
Medicinal Chemistry 663
Medieval Studies 667
Meteorology
Microbiology and Molecular Genetics 681
Molecular Biophysics 696
Molecular Biosciences 695
Music 700
Music
Neuroscience 710
Nutritional Sciences 709
Oceanography 712
Operations Research 711
Programs
Graduate Courses
Packaging Science and Engineering
Perceptual Science
Pharmaceutical Science 720
Pharmacology, Cellular and Molecular 718
Pharmacy
Philosophy 730
Physics and Astronomy 750
Physiology and Integrative Biology 761
Planning and Public Policy 762
Plant Biology 765
Political Science 790
Psychology 830
Psychology, Applied and Professional
Public Health 832
Public Policy
Quaternary Studies 841
Russian, Central and East European Studies 859
Social Work 910
Social Work: Administration, Policy and Planning, and Direct Practice
Sociology 920
Spanish 940
Statistics and Biostatistics 960
Theater Arts
Toxicology 963
Urban Planning, City and Regional
Visual Arts
Women's and Gender Studies 988
Research Centers, Bureaus, and Institutes
Administration
Divisions of the University
Camden Newark New Brunswick/Piscataway
Catalogs
  Graduate School-New Brunswick 2008-2010 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. Boros. Prerequisite: 16:198:521 or equivalent.
16:711:517 (F) Computational Projects in Operations Research (3) Individual and group assignments; intensive computer practice; coding; and programming. Boros, 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. Avi-Itzhak, Prekopa. Prerequisite: 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.
16:711:547,548 (S) Case 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.
16:711:553 (S) Boolean 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. Boros, Gurvich. 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, and 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; and applications. Avi-Itzhak. Prerequisite: 16:960:680.
16:711:601,602 Seminar in Operations Research (0,0) Regular participation in the colloquia and seminars run by RUTCOR required of all M.S. and Ph.D. students.
16:711:611,612,613,614 Selected 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.
16:711:695,696,697,698,699 Independent Study in Operations Research (BA,BA,BA,BA,BA)
16:711:701,702 Research in Operations Research (BA,BA)

See also courses listed under computer science, economics, industrial and systems engineering, statistics, and mathematics (applied mathematics), and in the doctoral program in management at the Graduate School-Newark, including the following courses:

16:198:510  Numerical Analysis (3)

16:198:513,514  Design and Analysis of Data Structures and Algorithms I,II (3,3)

16:198:521  Linear Programming (3)

16:198:522  Network and Combinatorial Optimization Algorithms (3)

16:198:524  Nonlinear Programming Algorithms (3)

16:198:526  Advanced Numerical Analysis (3)

16:198:528  Parallel Numerical Computing (3)

16:198:535  Pattern Recognition Theory and Applications (3)

16:198:538  Complexity of Computation (3)

16:198:541  Database Systems (3)

16:220:500  Mathematical Methods for Microeconomics (3)

16:220:501,502  Microeconomic Theory I,II (3,3)

16:220:503  Mathematical Methods for Macroeconomics (3)

16:220:507,508  Econometrics I,II (3,3)

16:220:545  Uncertainty and Imperfect Information (3)

16:220:546  Topics in Game Theory (3)

16:540:510  Deterministic Models in Industrial Engineering (3)

16:540:515  Stochastic Models in Industrial Engineering (3)

16:540:520  Supply Chain and Logistics Engineering (3)

16:540:530  Forecasting and Time Series Analysis (3)

16:540:555  Simulation of Production Systems (3)

16:540:560  Production Analysis (3)

16:540:565  Facilities Planning and Design (3)

16:540:568  Automation and Computer-Integrated Manufacturing (3)

16:540:585  System Reliability Engineering (3)

16:540:655  Performance Analysis of Manufacturing Systems (3)

16:540:660  Inventory Control (3)

16:540:665  Theory of Scheduling (3)

16:642:573,574  Numerical Analysis (3,3)

16:642:577,578  Selected Mathematical Topics in System Theory (3,3)

16:642:581  Graph Theory (3)

16:642:582,583  Combinatorics I,II (3,3)

16:642:585  Mathematical Models of Social and Policy Problems (3)

16:642:586  Theory of Measurement (3)

16:642:587  Selected Topics in Discrete Mathematics (3)

16:642:588  Introduction to Mathematical Techniques in Operations Research (3)

16:642:589  Topics in Mathematical Techniques in Operations Research (3)

16:960:540,541  Statistical Quality Control I,II (3,3)

16:960:542  Life Data Analysis (3)

16:960:563  Regression Analysis (3)

16:960:567  Applied Multivariate Analysis (3)

16:960:586,587  Interpretation of Data I,II (3,3)

16:960:590  Design of Experiments (3)

16:960:591  Advanced Design of Experiments (3)

16:960:593  Theory of Statistics (3)

16:960:652,653  Advanced Theory of Statistics I,II (3,3)

16:960:654  Stochastic Processes (3)

16:960:663  Regression Theory (3)

16:960:680,681  Advanced Probability Theory I,II (3,3)

16:960:689  Sequential Methods (3)

26:390:571  Survey of Financial Theory (3)

26:390:662  Investment Analysis and Portfolio Theory (3)

26:711:561  Introduction to Mathematical Economics (3)

26:711:652  Nonlinear Programming (3)

26:960:580  Stochastic Processes (3)

 
For additional information, contact RU-info at 732/932-info (4636) or colonel.henry@rutgers.edu.
Comments and corrections to: Campus Information Services.

© 2009 Rutgers, The State University of New Jersey. All rights reserved.