Documente Academic
Documente Profesional
Documente Cultură
Fall 2015
M/W: 10:15 11:30am
Location: 130 Park Shops
Instructor: Professor Julie Ivy
Phone: (919) 513 1683
Office Hours: T/Th: 10 11:30am and by appointment
Textbook: Modeling Random Processes for Engineers and Managers, Solberg, 2009. Publisher:
Wiley; and Online Reserve: Introduction to Operations Research, Ninth Edition, Hillier and
Lieberman, 2010. Chapters: 15, 19. Publisher: McGraw-Hill
Course Website: http://moodle.wolfware.ncsu.edu/
Course Description:
Course Objectives:
This course has three components:
I. Probability Tools: characterizing uncertainty using probabilities and random variables.
II. Decision Modeling under Uncertainty: models for decision making under uncertainty:
decision tress, utility theory, value of information, Bayes rule.
III. Stochastic Modeling: characterizing uncertainty over time and space using:
A. Discrete Time Markov Processes: Markov Chains & Markov decision processes
B. Continuous Time Markov Processes: Birth & Death Processes, Poisson Processes and
Queueing Theory
C. Probabilistic Inventory Models
Upon the completion of this course, students will be able to use the tools of probability and
stochastic processes to develop models to improve decision-making in an uncertain environment.
Specifically:
Probability Objectives: Students will be able to:
Identify and Apply probability distributions appropriately to various applications
Understand probability distributions (unconditional and conditional) for single and
multivariate random variables
1
20%
15%
30%
35%
100%
Class
Aug. 19
Aug. 24
Aug. 26
3
Sept. 16
Sept. 21
Markov Chains IV
Sept. 23
Aug. 31
Sept. 2
4
Topic
Course Introduction & Probability Review I:
Conditional Probability, Independence, Bayes
Formula, Random Variables, Expectation,
Variance, Distributions
Decision Making: Decision Criteria, Decision
Trees, Perfect Information
Sept. 7
Sept. 9
Sept. 14
Sept. 28
Sept. 30
Oct. 5
Quiz 1 Review
HOMEWORK III: Markov Chains II DUE
QUIZ I
Markov Reward Processes
Oct. 7
Oct. 8/9
Oct. 12
Oct. 14
Oct. 16
Reading
Ch. 1.: 1.1 1.7, 1.10
1.13: Pg. 1 20, 20 - 28
Hillier &
Lieberman
(Online Reserve): Ch. 15:
Pg. 672 679, 686 690
H&L: Ch.15: Pg. 680
690
Ch. 1: 1.6 1.9, Pg. 11
20
Ch. 1: 1.7 1.9, Pg. 14 20
Ch. 2: 2.1 2.5, Pg. 32 44
Ch. 2: 2.6 2.12, Pg. 45 67
Ch. 3: 3.1 3.6: Pg. 72
83
Ch. 3: 3.7 3.13: Pg. 83
96
Ch. 3: 3.13 3.26: Pg. 96
115
FALL BREAK
Oct. 21
11
12
13
Oct. 26
Oct. 28
Nov. 2
Nov. 4
Nov. 9
Nov. 11
14
Nov. 16
Nov. 18
15
16
18
Nov. 23
Nov. 25
29
Nov. 30
Dec. 2
Dec. 4
Dec. 14
Topic
Continuous Time Markov Chains - Queueing
HOMEWORK IV: Markov Reward
Processes, MDPs & Exponential & Poisson
Distributions DUE
CTMC: Continuous-time Markov Chain: Birth
and Death Processes - Poisson Processes
Quiz II Review
Reading
Ch. 5: 5.1 5.4: Pg. 140
152
Academic Integrity
Students are required to comply with the university policy on academic integrity found in the
Code of Student Conduct found at
http://www.ncsu.edu/policies/student_services/student_discipline/POL11.35.1.php
Academic Honesty
See http://www.ncsu.edu/policies/student_services/student_discipline/POL11.35.1.php for a
detailed explanation of academic honesty.
Honor Pledge
Your signature on any test or assignment indicates "I have neither given nor received
unauthorized aid on this test or assignment."
Attendance Policy
Absences will be excused if approved in advance. Please refer to the university attendance
regulation for a list of excused absences: http://policies.ncsu.edu/regulation/reg-02-20-03.
Students will be allowed to make-up work missed due to an excused absence within a reasonable
amount of time as determined by the instructor.
Late Assignments
No late assignments will be accepted.
Accommodations for Disabilities
Reasonable accommodations will be made for students with verifiable disabilities. In order to
take advantage of available accommodations, student must register with the Disability Services
Office (http://www.ncsu.edu/dso) located at 1900 Student Health Center, Campus Box 7509,
919-515-7653. For more information on NC State's policy on working with students with
disabilities, please see the Academic Accommodations for Students with Disabilities Regulation
at http://www.ncsu.edu/policies/academic_affairs/courses_undergrad/REG02.20.1.php.
NC State University Policies, Regulations and Rules (PRR):
Students are responsible for reviewing the PRRs which pertain to their course rights and
responsibilities. These include: http://policies.ncsu.edu/policy/pol-04-25-05 (Equal Opportunity
and Non-Discrimination Policy Statement), http://oied.ncsu.edu/oied/policies.php (Office for
Institutional Equity and Diversity), http://policies.ncsu.edu/policy/pol-11- 35-01 (Code of
Student Conduct), and http://policies.ncsu.edu/regulation/reg-02-50-03 (Grades and Grade Point
Average).
Transportation
NA
Safety & Risk Assumptions
None