INDE 411

Stochastic Models and Decision Analysis

WINTER 2008

Mondays,Wednesdays9:30-10:50am, MEB 242

Fridays 9:30-11:20am,MGH 030

Instructor: Archis Ghate Phone: (206) 616-5968 Email: archis@u.washington.edu Office: AERB 141D Office hours: M W 12:00-1:30

Teaching Assistant: Yasin Gocgun Phone: (206) 543-5348 Email: gocgun@u.washington.edu Office: MEB 106 Office hours: M 4:30-6:00 Tu F 3:30-5:00

Course Description:

Stochastic systems analysis applied to industrial engineering problems.Topics include: decision analysis, Markov chains, queuing theory, and queuingapplications. Prerequisite: INDE410, and INDE 315.

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

Lecture notes: Available in installments on class web page.

Class web page: http://courses.washington.edu/inde411

Grading:

– Seven assignments (your assignment with the worst score will be dropped), 20%(Homeworkdue by5:00pm in IndE 411 TA mailbox in MEB G6)

– Threeexams:ExamI25%, Exam II 25%, Exam III 30%.

Course Policies:

You are allowed, in fact, encouraged to discuss homework problems in groups. However, the homework solutions must be written independently. You may not seek or provide inappropriate assistance to your fellow students during exams. This class is run according to the student conduct code available at http://www.washington.edu/students/handbook/conduct.html

If you think your homework or exam is graded incorrectly, please contact the TA first.

Course Schedule: This course will cover chapters 15, 16 and17from the textbook. The schedule below is temporary and is only intended toreflect the approximate development of the course.

Reading	Lecture	Date	Location	HW/LAB	After Class Update
Chapter 15	Introduction	M Jan 7	MEB242		DA1
	Probability Review	W Jan 9	MEB242	HW 1 assigned
	Decision Making Under Uncertainty	F Jan 11	MGH 030		DA2
	Decision making contd./Utility theory	M Jan 14	MEB242
	Utility theory contd.	W Jan 16	MEB242	HW 1 due, HW 2 assigned	DA3
	Lab 1	F Jan 18	MGH030	Lab 1 TreePlan SensIt Lab1_Solution
	Holiday Martin Luther King, Jr. 's birthday.	M Jan 21
	Finishing up Ch. 15 + Review	W Jan 23	MEB242	HW 2 due
Practice Exam I Practice Exam I Solution		F Jan 25	MGH030
Chapter 16	Markov Chains	M Jan 28	MEB242
	Chapman-Kolmogorov equations extra notes	W Jan 30	MEB242	HW 3 assigned
	Lab 2	F Feb 1	MEB 242
	Classification of States	M Feb 4	MEB242
	Steady state probabilities	W Feb 6	MEB242	HW 3 due, HW 4 assigned
	Lab 3 Lab3_solution	F Feb 8	MGH030
	First passage times	M Feb 11	MEB242
	absorbing states	W Feb 13	MEB242	HW 4 due, HW 5 assigned
	Lab 4 (Practice Exam 2) solutions	F Feb 15	MGH030
Chapter 17	Holiday Presidents’ day	M Feb 18
	Fundamentals of queuing	W Feb 20	MEB242	HW 5 due
	EXAM II	F Feb 22	MGH030
	Birth-and-death processes derivations	M Feb 25	MEB242
	Exponential examples M/M/1 systems derivations	W Feb 27	MEB242	HW 6 assigned
	Lab 5	F Feb 29	MGH030
	M/M/s and Extensions of M/M/1 mms_derivations mm1_k_derivations mm1_k_example	M Mar 3	MEB242
	M/M/s//K Systems mms_k_formulas mms_k_example	W Mar 5	MEB242	HW 6 Due, HW 7 assigned
	Lab 6 Lab Solution MMs MMs Economic Analysis Finite Queue	F Mar 7	MGH030
	NO CLASS!!	M Mar 10	MEB242
	Practice Exam Solved in Class	W Mar 12	MEB242	HW 7 Due
Practice Exam III solutions		F Mar 14	MGH030