Courses
INDR 568
Constructive heuristics; improving heuristics; metaheuristics: simulated annealing, genetic algorithms, tabu search, scatter search, path relinking, ant colony
INDR 573
Investments and cash flows, present value and internal rate of return; fixed income securities, yield, duration and immunization; portfolio optimization, mean-variance models, Capital Asset Pricing Model and Arbitrage Pricing Theory; forwards, futures, swaps and risk hedging; pricing derivative securities and options, binomial market models, continuous market models and Black-Scholes equation.
INDR 583
Application and development of mathematical modeling tools for the analysis of strategic, tactical, and operational supply-chain problems. Mathematical programming formulations for integrated planning of capacity and demand in a supply chain. Planning and managing inventories in multi-level systems, centralized versus decentralized control of supply chain inventories. Models and algorithms for transportation and logistics systems design and analysis. Supply chain coordination issues and achieving coordination through contracts. The role of information technology and enterprise resource planning (ERP) and Advanced Planning and Optimization software.
INDR 590
A series of lectures given by faculty or outside speakers. Participating students must also make presentations during the semester.
TEAC 500
Provides hands-on teaching experience to graduate students in undergraduate courses. Reinforces students' understanding of basic concepts and allows them to communicate and apply their knowledge of the subject matter.
INDR 572
Basic concepts and definitions of system reliability. Series, parallel, k-out-of n systems. Structure functions, coherent systems, min-path and min-cut representations. System reliability assessment and computing reliability bounds. Parametric families of distributions, classes of life distributions and their properties. Shock and wear models. Maintenance, replacement and repairmodels. Current issues on stochastic modelling of hardware and software reliability.
INDR 578
Dynamic inventory policies for single-stage inventory systems: concepts of optimality and optimal policies. Multi-Echelon Systems: uncapacitated models and optimal policies, capacitated models: different control mechanisms. Multiple locations and multiple items: inventory and capacity allocation. Decentralized control and the effects of competition on the supply chain: coordination and contracting issues.
INDR 586
Principles of logistics and supply chain operations in the humanitarian context and health care systems. Broad understanding of how Operations Research techniques can be used in humanitarian operations and response functions by case studies. Mathematical modeling and solution of decision making problems in disaster mitigation, response and recovery operations that involve planning and design functions. Logistic problems arising in the healthcare sector such as ambulance assignment and routing in medical emergency response, blood collection and inventory management. Location of public service facilities such as hospitals and fire stations for long-term development.
MGIS 501
Fundamental laws of information systems; computer hardware and software basics; SaaS (software-as-a-service) and open-source systems; Internet security and safety; innovative business models in electronic commerce; applications of SEO/SEM (search engine optimization / marketing) for enhanced profitability in real-world businesses.
INDR 570
Markovian queues: M/M/1, M/M/C, M/M/C/K systems and applications. Phase-type distributions and matrix-geometric methods: PH/PH/1 systems. Queueing networks: reversibility and productform solutions. General arrival or service time distributions: embedded Markov Chains, M/G/1 and G/M/c queues, G/G/1 queues and the Lindley recursion, approximations. Stochastic comparisons of queues: stochastic orders, sample path properties.
INDR 574
Review of basic stochastic concepts; binomial market models and pricing of derivative securities; Wiener process and Brownian motion; martingales; stochastic integrals and differential equations; Its calculus; pricing of derivative securities in continuous markets; Black-Scholes model; foreign exchange, bond and interest rate markets.
INDR 584
Formulation of integer and combinatorial optimization problems Introduction to logistics systems; logistics network design, location models; warehouse design, tactical decisions, operational decisions; transportation management; planning and managing freight transportation; fleet management, vehicle routing problem.
INDR 595
Independent research towards MS degree.
