Network flow models and optimization problems. Algorithms and applications. Minimum spanning tree problem. Shortest path problems. Maximum flow problems, minimum cuts in undirected graphs and cut-trees. The minimum cost network flow problem. Matching problems. Generalized flows. Multicommodity flows and solution by Lagrangean relaxation, column generation and Dantzig-Wolfe decomposition. Network design problems including the Steiner tree problem and the multicommodity capacitated network design problem; their formulations, branch-and-cut approaches and approximation algorithms.
Tools, techniques, and skills needed to analyze decision-making problems characterized by uncertainty, risk, and conflicting objectives. Methods for structuring and modeling decision problems and applications to problems in a variety of managerial decision-making contexts. Structuring decision problems: Decision trees, model building, solution methods and sensitivity analysis; Bayes' rule, the value of information and using decision analysis software. Uncertainty and its measurement: Probability assessment. Utility Theory: Risk attitudes, single- and multiattribute utility theory, and risk management. Decision making with multiple objectives.
Strategy with projects; integration of organization with projects; defining the project; estimating times and costs; developing a network plan; LP approach for CPM; PERT; scheduling resources; mathematical models for resource allocation; reducing project duration; mathematical model for crashing; progress and evaluation; control process; project closure audit process; international projects.
Investments and cash flows, present value and internal rate of return; fixed income securities, yield, duration and immunization; portfolio optimization, mean-variance models, Capital Asset Pricing Model and Arbitrage Pricing Theory; forwards, futures, swaps and risk hedging; pricing derivative securities and options, binomial market models, continuous market models and Black-Scholes equation.
Introduction to technological and conceptual aspects of information systems; data and information modeling systems, design and analysis of modular information systems, workflow modeling and project management methodology, models for information systems process development and implementation, post-implementation of IT systems, information systems examples including materials requirement planning, enterprise resource planning and supply chain management.
Application and development of mathematical modeling tools for the analysis of strategic, tactical, and operational supply-chain problems. Mathematical programming formulations for integrated planning of capacity and demand in a supply chain. Planning and managing inventories in multi-level systems, centralized versus decentralized control of supply chain inventories. Models and algorithms for transportation and logistics systems design and analysis. Supply chain coordination issues and achieving coordination through contracts. The role of information technology and enterprise resource planning (ERP) and Advanced Planning and Optimization software.
A capstone design course where students apply engineering and science knowledge in an industrial engineering design project proposed by companies from different sectors. Development, design, implementation and management of a project in teams under realistic constraints and conditions. Emphasis on communication, teamwork and presentation skills.
A capstone design project on an industrially relevant problem. Students work on teams in consultation with various faculty and industrial members.
Convex analysis, optimality conditions, linear programming model formulation, simplex method, duality, dual simplex method, sensitivity analysis; assignment, transportation, and transshipment problems.
The basic theory of the Poisson process, renewal processes, Markov chains in discrete and continuous time, as well as Brownian motion and random walks are developed. Applications of these stochastic processes are emphasized by examples, which are drawn from inventory and queueing theory, reliability and replacement theory, finance, population dynamics and other biological models.
Network flow models and optimization problems. Algorithms and applications. Minimum spanning tree problem. Shortest path problems. Maximum flow problems, minimum cuts in undirected graphs and cut-trees. The minimum cost network flow problem. Matching problems. Generalized flows. Multicommodity flows and solution by Lagrangean relaxation, column generation and Dantzig-Wolfe decomposition. Network design problems including the Steiner tree problem and the multicommodity capacitated network design problem; their formulations, branch-and-cut approaches and approximation algorithms.
Tools, techniques, and skills needed to analyze decision-making problems characterized by uncertainty, risk, and conflicting objectives. Methods for structuring and modeling decision problems and applications to problems in a variety of managerial decision-making contexts. Structuring decision problems: Decision trees, model building, solution methods and sensitivity analysis; Bayes' rule, the value of information and using decision analysis software. Uncertainty and its measurement: Probability assessment. Utility Theory: Risk attitudes, single- and multiattribute utility theory, and risk management. Decision making with multiple objectives.
Topics will be announced when offered.
Topics will be announced when offered.
Investments and cash flows, present value and internal rate of return; fixed income securities, yield, duration and immunization; portfolio optimization, mean-variance models, Capital Asset Pricing Model and Arbitrage Pricing Theory; forwards, futures, swaps and risk hedging; pricing derivative securities and options, binomial market models, continuous market models and Black-Scholes equation.
Application and development of mathematical modeling tools for the analysis of strategic, tactical, and operational supply-chain problems. Mathematical programming formulations for integrated planning of capacity and demand in a supply chain. Planning and managing inventories in multi-level systems, centralized versus decentralized control of supply chain inventories. Models and algorithms for transportation and logistics systems design and analysis. Supply chain coordination issues and achieving coordination through contracts. The role of information technology and enterprise resource planning (ERP) and Advanced Planning and Optimization software.
A series of lectures given by faculty or outside speakers. Participating students must also make presentations during the semester.
The basic tools and concepts of politics, political systems, and political science; an overview of the basic terminology and theories of political science so as to enable students to understand the functioning of different political systems; a systematic understanding of political institutions and dynamics as a basis for an adequate analysis of global problems, from economic development to security to the environment.
The basic tools and concepts of politics, political systems, and political science; an overview of the basic terminology and theories of political science so as to enable students to understand the functioning of different political systems; a systematic understanding of political institutions and dynamics as a basis for an adequate analysis of global problems, from economic development to security to the environment.
Introduction to research methodology in behavioral and social sciences, emphasizing the logic of scientific inquiry, critical thinking and the essential roles of observation and experiment; review of research methods in International Relations, including survey research and statistical methods.
Evolution of the modern international system, with particular emphasis on developments since World War II, basic theories and applications of salient issues in international politics such as international conflict and cooperation, alignments, nationalism, and forces of change.
Basic concepts in political science such as political culture, political participation, political parties, political institutions, and the application of these concepts in the study of major contemporary states.