OPRE 352: Simulation and Stochastic Models

2009 Trimester 2

OPRE 352 CRN 949, 24 Points (2009 2/3)
Coordinator: A/Prof Stefanka Chukova
Lecturer: Tony Vignaux
Prerequisites: COMP 102; OPRE 251 or STAT 231 or STAT 291 or QUAN 201 or 203;
Restrictions: COMP 312; COMP 349 (1998-2003).
Lectures: tba timetable
Tutorials: 1 hour per week, to be arranged.
Laboratories: Computer lab times to be arranged.
Assignments: Approximately weekly
Assessment: Either 40% coursework, 60% final exam or 100% final exam, whichever is greater
Course Materials: A suitable scientific calculator will be needed, cost approximately $25.
Textbook: Hillier, F.S. and Lieberman, G.J., Introduction to Operations Research (8th ed.), McGraw-Hill, 2005.
Prescription: Queuing models; computer simulation; stochastic models in Operations Research.
Description: An introduction to simulation, queues and queue networks. Simulation is a computing and statistical technique for conducting experiments on models that describe the behaviour, uncertainty and structure of real world systems. Queue analysis will cover analytical techniques applied to Markovian and some non-Markovian queues. Simple queue networks will be studied. Computer programming will be required in this course. You must be able to program in a high-level language before starting this course.
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