Operations Research

Operations Research.

Operations Research (OR) is a discipline that deals with the development and application of advanced analytical methodologies to provide decision support to complex decision-making problems in business, industry, government, and other enterprises. OR encompasses a wide range of problem-solving techniques and methods such as mathematical optimization, queuing theory, Markov decision processes, simulation, economic methods, data analysis, statistics, neural networks, expert systems, and decision analysis. Its application scope has been broadened significantly over time. The major application areas of modern OR include but are not limited to supply chain management, marketing and revenue management, manufacturing, financial engineering, telecommunication networks, healthcare management, transportation networks, energy and the environment, service systems, web commerce, military defense, and homeland security.

Faculty

Courses and Sub-Areas

The suggested list of courses is a recommendation. Graduate students should meet with their advisor to finalize course plans each semester. Detailed course information may be found here.

Optimization

  • IE 411 Optimization of Large Systems
  • IE 510 Applied Nonlinear Programming
  • IE 511 Integer Programming
  • IE 512 Network Analysis of Systems
  • IE 520 Variational Inequalities
  • IE 521 Convex Optimization
  • CS 573 Algorithms
  • CS 574 Randomized Algorithms
  • CS 583 Approximation Algorithms
  • CS 579 Computational Complexity
  • ECE 553 Optimum Control Systems
  • ECE 580 Optimization by Vector Space Methods
  • MATH 588 Optimization in Networks
  • MATH 589 Conjugate Duality and Optim

Stochastics

  • IE 410 Stochastic Processes & Applic
  • IE 413 Simulation
  • IE 515 Stochastic Simulation
  • ECE 534 Random Processes
  • ECE 555 Control of Stochastic Systems
  • ECE 567 Communication Network Analysis
  • MATH 561/STAT 551 Theory of Probability I
  • MATH 562/STAT 552 Theory of Probability II
  • MATH 564/STAT 555 Applied Stochastic Processes

OR Applications

  • IE 412 OR Models for Mfg Systems
  • IE 420 Financial Engineering
  • IE 513 Optimal System Design
  • IE 522 Statistical Methods in Finance
  • IE 526 Stochastic Calculus in Finance
  • IE 598 Special Topics