Dr Katerina Papadaki COL 2.05

This course is compulsory on the MSc in Operations Research & Analytics. This course is available on the CEMS Exchange, Global MSc in Management, Global MSc in Management (CEMS MiM), Global MSc in Management (MBA Exchange), MBA Exchange and MSc in Management of Information Systems and Digital Innovation. This course is available with permission as an outside option to students on other programmes where regulations permit.

Students must know basics of linear algebra (matrix multiplication, geometric interpretation of vectors), probability theory (expected value, conditional probability, independence of random events) and calculus (derivatives, limits).

This corresponds to knowledge of Mathematics and Statistics to the level of MA107 (Quantitative Methods Mathematics) and ST102 (Elementary Statistical Theory).

An introduction to a range of Operations Research techniques, covering: foundations of linear programming, including the simplex method and duality; integer programming; markov chains; queueing theory; dynamic programming; inventory models; game theory.

20 hours of lectures and 15 hours of seminars in the MT. 2 hours of lectures in the ST.

Students will be expected to produce 2 problem sets in the MT.

The course will be taught from lecture notes and slides.

Students may also wish to consult:

F S Hillier & G J Lieberman, Introduction to Operations Research, 9th edition (2009)

Wayne Winston, Operational Research; Applications and Algorithms, Fourth/International Student Edition.

Exam (100%, duration: 3 hours) in the summer exam period.