University of Toronto Department of Mechanical and Industrial Engineering MIE263: Operations Research II (Winter 2012)

Instructor Timothy Chan, MC315, tcychan@mie.utoronto.ca Office hours: Wed 4-5pm or by appointment Yifang Liu, RS308, yifang@mie.utoronto.ca Janet Sung, BA8145, janet@mie.utoronto.ca Nicholas Yeung, RS308, nick@mie.utoronto.ca Tues 9-10am Fri 9-11am GB119 GB244

TAs

Lectures

Tutorials

Section 1: Fri 1-3pm BA2145 Section 2: Fri 1-3pm GB404 on portal.utoronto.ca - Operations Research: Applications and Algorithms (4th edition), W. L. Winston. Thomson. - Course reader for MIE263 (available at bookstore)

Course Site Textbook

Supplemental - Introduction to Probability Models (10th ed), S. M. Ross. Academic Press. reading - Introduction to Probability, Bertsekas and Tsitsiklis. Athena Scientific. - Introduction to Operations Research (9th ed), Hillier and Lieberman. McGraw Hill. Description This course provides an introduction to stochastic (a.k.a. probabilistic) Operations Research models. Topics include decision analysis, discrete and continuous random processes, Markov chains, and queuing models. Students will learn to develop and analyze models that incorporate the effects of randomness and uncertainty. Applications of these models to problems in manufacturing, health care, management, and other domains will be presented.

Prerequisites MIE231/MIE236 (Probability and Statistics) and MIE262 (ORI) Policies Academic integrity: Students are reminded of the seriousness of academic dishonesty in any form, including plagiarism. Students are expected to adhere to the Code of Behaviour on Academic Matters as well as the Code of Student Conduct available at http://www.governingcouncil.utoronto.ca/policies/behaveac.htm and at http://www.governingcouncil.utoronto.ca/policies/studentc.htm, respectively. General academic integrity information is available at http://www.utoronto.ca/academicintegrity/. Communication: I access my email during regular business hours. Email should not be seen as an alternative to office hours, nor should it be used as a

University of Toronto Department of Mechanical and Industrial Engineering MIE263: Operations Research II (Winter 2012)
mechanism to receive private tutorials prior to an exam/assignment or on lecture material. Class-wide announcements will generally be made via the class website make sure you are signed up with a valid U of T email address. Grading Late homework assignments will generally not be accepted. If you submit an official petition with adequate supporting evidence, it will be considered. A petition is also required for a missed quiz or a regrade request. If you request a regrade, do not write anything in the exam booklet or assignment. The request must be submitted within one week of the exam/assignment being made available for pick up. We will regrade the entire exam/assignment. See the academic calendar for rules and regulations related to petitions for final exams. Final grades will be based on the following: Homework 20% (will count best 8 of 9) Midterm #1 20% Midterm #2 20% Final Exam 40% One double-sided 8.5 x 11 formula sheet is allowed for each of the Midterms. Two doublesided 8.5 x 11 formula sheets are allowed for the Final exam. A basic scientific calculator is allowed (no programming or graphing functions). Homework assignments are due by 5pm on the dates indicated. Submit assignments to the drop box on the 2nd floor of RS write your tutorial room at the top of the assignment. A TA will collect all assignments at 5pm. Working with your classmates and discussing problem solving approaches is encouraged, but each of you must write and submit your solutions independently, and indicate with whom you collaborated. If you find information from the internet or elsewhere that helps you solve a particular problem, you must cite the source. Academic dishonesty will not be tolerated. Textbook sections Decision Analysis Bernoulli/Poisson processes Markov Chains Monte Carlo simulation Queuing

13.1-13.7 Course reader (some content in 20.2, 20.3) Course reader (some content in 17.1-17.6) 21.3, 21.5 20.1-20.4, 20.6 (20.5, 20.9 time permitting)

University of Toronto Department of Mechanical and Industrial Engineering MIE263: Operations Research II (Winter 2012)

Tentative Course Outline

Wk Day Date Lecture number / Topic HW Tut

1 2 3 4 5 6 7 8 9 10 11 12 13 14

T F T F T F T F T F T F T F T F T F T F T F T F T F T F

1/10 1/13 1/17 1/20 1/24 1/27 1/31 2/3 2/7 2/10 2/14 2/17 2/21 2/24 2/28 3/2 3/6 3/9 3/13 3/16 3/20 3/23 3/27 3/30 4/3 4/6 4/10 4/13

L1: Course overview, intro to DA, DoND L2: Intro to other course topics, probability review L3: Decision analysis SotW model, decision criteria L4: DA Decision trees, Bayes rule, Utility theory L5: DA Risk and utility, flaws in utility L6: DA Multi-objective DM; Introduction to stochastic processes L7: Bernoulli process Introduction L8: BP Interarrivals, kth arrival, Catan game tutorial L9: Poisson process Introduction Midterm #1 in TBD, 9:10am 11am L10: PP Interarrivals, kth arrival, splitting and merging L11: PP Examples, random incidence, spatial PP Reading week no lectures or tutorials Reading week no lectures or tutorials L12: Markov chains Introduction L13: MC n-step probabilities, state classification, steady state L14: MC Steady state, absorption probabilities L15: MC Absorption/recurrence/first passage time, BDMC L16: Monte Carlo simulation Introduction Midterm #2 in TBD, 9:10am 11am L17: MCS Composition, convolution methods, simulating Pi L18: Queuing introduction, M/M/1 L19: Q Littles Law, M/M/1 continued L20: Q M/M/m, M/M/infinity, 2Q or not 2Q case L21: Examples and cases Hepatitis B vaccination Good Friday no lectures or tutorials L22: Examples and cases Hockey simulation L23: Review and integration Final exam, during finals period
9 8 7 8 7 6 5 6 4 5 4 3 2 3 1 2 1