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Dr. Sarah M. Ryan
3014 Black Engineering, 294-4347, smryan@iastate.edu
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Office Hours
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Mon. 3:00 - 4:30, Wed. 1:30 - 3:00
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Time &
Place
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TR 3:40 – 5:00, 213 Pearson
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Text
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Introduction
to Probability Models, 8th ed., by Sheldon M. Ross, Academic Press,
2003
Supplemental
material on stochastic dynamic programming will be provided.
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Course Web
Page
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www.public.iastate.edu/~smryan/ie513
A more detailed syllabus, homework assignments and
solutions, class notes and other material will be made available here as
the semester progresses. Check
it often!
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Description
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From the catalog:
Prereq: Stat 231. Introduction to modeling and analysis of
manufacturing and service systems subject to uncertainty. Topics include
the Poisson process, renewal processes, Markov chains, and Brownian
motion. Applications to inventory systems, production system design,
production scheduling, reliability, and capacity planning.
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Structure
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Homework will be assigned approximately weekly to be
turned in and graded. There
will be three tests; the third will be given during the final examination
period Thursday, May 5, 2:15 - 4:15, but will not be
comprehensive.
Students will also work in groups to read, analyze
and critique recent published applications of the course material.
Each group will become the experts on one article and will teach
the rest of the class via four tasks:
- Introduce
application and model (weeks 3-4)
- Outline
solution procedure (weeks 7-8)
- Discuss
numerical results and implications (weeks 11-12)
- Write
a final exam question based on the article (by week 15)
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Tentative
Topic List
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All or part of the following chapters in Ross:
1. Introduction
to Probability Theory (brief review)
2. Random
Variables
3. Conditional
Probability and Conditional Expectation
4. Markov
Chains
X. Markov
Decision Processes (Stochastic Dynamic Programming)
first test
5. The
Exponential Distribution and the Poisson Process
6. Continuous-Time
Markov Chains
7. Renewal
Theory
second test
8. Queuing
Theory
10. Brownian
Motion and Stationary Processes
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Grading
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60%
20%
20%
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Tests (20% each)
Article Reviews
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Academic
Integrity
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Discussion of homework exercises and article reviews
is encouraged. No late
homework will be accepted since solutions will be discussed in class
and/or posted on the course web page.
The lowest homework score will be dropped.
Exams will be strictly individual efforts.
Cheating on an exam will
result in a failing grade for the course.
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