Semester: Spring 2019
Number of credit hours: 3
Instructor:
Professor Kuo-Hao Chang (chang@mx.nthu.edu.tw)Room 713R. Phone (03) 5742337
Lecture Time:
W 10:10 pm-12 pm, F 10:10-12 pm (Note: We will have one more hour on every Friday’s class.
This class will end 3 weeks earlier than the semester schedule)
TA:
王薇雅(gagalei626@gmail.com)
李松霖(lee40488888@gmail.com)
Office Hours: Th 11-12 pm or by appointment
Prerequisites: IEEM203000 (Probability Theory) or equivalent courses.
Textbook: Introduction to Operations Research, Hiller and Lieberman, 2010
Student Learning Objectives:
To develop an ability to model stochastic processes;
To develop an understanding of important qualitative characteristics of stochastic processes;
To develop an ability to analyze basic stochastic processes.
Course Topics
• Markov Chains (Chap. 29)
• Queueing Theory (Chap. 17)
• Inventory Theory (Chap. 18)
• Markov Decision Process (Chap. 19)
• Simulation (Chap. 20)
• Other interesting topics
Grading Elements, Weighting and Scale:
| Grade Element | Weighting |
| Midterm 1 | 20% |
| Midterm 2 | 20% |
| Final | 20% |
| Class exercises | 25% |
| Quizzes | 15% |
General Policies:
This class will be based on a flipped classroom approach. The lecture video will be provided beforehand and you will be expected to watch the video before coming to the classroom. We will discuss your questions regarding the lectures and do extensive exercises to enhance your understanding of the materials. Some class projects will also be given from time to time as a class activity.
Exams:
There will be two midterm exams and one final exam. All examinations are close book and notes. The final exam will be accumulative. The exact date will be announced 3 weeks before the exam.
Quizzes:
There will be a quiz on Friday every week to make sure everyone has watched the lecture video and understood the content. All the quiz problems are strongly related or the same with the homework problems or problems taught in the lecture video. You should fully understand every homework problem and the lecture notes in order to succeed in the quizzes.
Don’t be late!