IndE 311 Stochastic Models and Decision Analysis

Prof. Zelda Zabinsky, Industrial Eng. Department

Syllabus | Assignments & Practice Exams | Labs | Lecture Notes

Announcements

Have a nice spring break, everyone!

Course Description

Stochastic systems analysis applied to industrial engineering problems. Topics include: Markov chains, queueing theory, queueing applications, and decision analysis. Prerequisite: IND E 310, and IND E 315. Offered: W.

Grading Policy:

Seven assignments, 20% (Homework due by 5:00pm in IndE 311 TA mailbox in MEB G6)

Three exams: Exam I 25%, Exam II 25%, Exam III 30%.

Textbook

F. S. Hillier and G. J. Lieberman, Introduction to Operations Research (8th Edition), McGraw-Hill, 2005.

Course Schedule

 

Reading

Lecture

Date

Location

Credits

Chapter 15

Introduction & Decision making under uncertainty

W  Jan 3

MEB103

HW 1 assigned

Lab 1: Decision analysis using TreePlan and SensIt

F  Jan 5

MGH030

 

Decision trees

M  Jan 8

MEB103

 

Utility theory

W  Jan 10

MEB103

HW 1 due, HW 2 assigned

Lab 2: Who wants to be a millionaire?

F  Jan 12

MGH030

 

Holiday

M  Jan 15

 

 

Review

W  Jan 17

MEB103

HW 2 due

Exam I

F  Jan 19

MEB103

 

Chapter 16

Markov Chains

M  Jan 22

MEB103

HW 3 assigned

Chapman-Kolmogorov equations

W  Jan 24

MEB103

 

Lab - Problem Session

F  Jan 26

MEB103

 

Classification and long-run properties

M  Jan 29

MEB103

 

First passage times

W  Jan 31

MEB103

HW 3 due, HW 4 assigned

Lab 3: IOR Tutorial and Monopoly

F  Feb 2

MGH030

 

Absorbing states

M  Feb 5

MEB103

 

Review

W  Feb 7

MEB103

HW 4 due

Exam II

F  Feb 9

MEB103

 

Chapter 17 & 26 Suppl.

Fundamentals of queueing theory

M  Feb 12

MEB103

HW 5 assigned

Birth-and-death process

W  Feb 14

MEB103

 

Lab 4 : Subway model

F  Feb 16

MGH030

 

Holiday

M  Feb 19

 

 

Variations of M/M/s

W  Feb 21

MEB103

HW 5 due, HW 6 assigned

Lab 5: Call center analysis

F  Feb 23

MGH030

 

Queueing applications

M  Feb 26

MEB103

 

Waiting cost / Number of servers

W  Feb 28

MEB103

HW 6 Due, HW 7 assigned

Lab - Problem Session

F  Mar 2

MEB103

 

Other applications

M  Mar 5

MEB103

 

Review

W  Mar 7

MEB103

HW 7 Due

Exam III

F  Mar 9

MEB103

 

 

 

Instructor: Zelda Zabinsky
Phone: (206) 543-4607
Email: zelda@u.washington.edu
Office: MEB G8
Office Hours: M, W 10:30 – 11:30 am

Teaching Assistants:

Lei Li

Email: leili@u.washington.edu

Office Hours: T, W 1:00 – 2:30 pm
Yasin Gocgun

Email: gocgun@u.washington.edu

Office Hours: M 3:00 – 4:30

                         T  4:00 – 5:30

Phone: (206) 543-5348
Office: MEB 106