IEOR E3106. Introduction to OR: Stochastic Models

Fall 2005

Prof. Steven Kou

Office Hours: 312 Mudd Buidling, Tuesday 10:30am to 12:30pm and Thursday 2pm to 3pm.

The Midterm Solution

Practicing Final Exam and Its Solution

Formula Sheet for the Final Exam

The final exam is scheduled on Dec 20, from 4:10pm to 7pm, 833 and 825 Mudd.

For students with family names beginning with A to M, please go to 833; all others please go to 825.

TA’s : Freyr Hermannsson ( freyzi@hi.is ); office hour: Wed, 11am to 1pm.

Rishi Talreja ( rt2146@columbia.edu ); office hour: Wed, 1:30pm to 3:30pm

TA is responsible for recitation sessions, holding office hours, and grading exams.

Grader:

Grader is responsible for grading homework and providing homework solutions.

Homework

HWK 1 Due Tuesday, Sept 13. Ch. 4: 3, 7, 8, 9, 10, 11. HWK 1 Solution

HWK 2 Due Tuesday, Sept 20. Ch. 4. 13, 14, 15, 17. Note that for Problem 14 first specify transient and recurrent states, and then gave a proof of your statement; sometimes, to give such a proof, you may need to use Proposition 4.1 on page 192. HWK 2 Solution

HWK 3. Due Tuesday, Sept 27. Ch. 4. 18, 20, 22, 23, 36, 42. HWK 3 Solution

HWK 4. Due Tuesday, Oct 4. Ch. 4. 56, 57, 58, 61, 62, 63. HWK 4 Solution

HWK 5. Due Tuesday, Oct 11. Ch. 5. 12, 21, 25, 42, 47, 52. HWK 5 Solution

Solution to in-class hwk 1, 2, 3.

HWK 6. No Need to Hand-In. Ch. 6, 1, 3, 5. HWK 6 Solution

HWK 7. Due Tuesday, Nov 1, Ch. 6, 14, 15, 17, 18, 21, 23. HWK 7 Solution

Solution to in-class hwk 4, 5, 6.

HWK 8. Due THURSDAY, Nov 10, Ch. 10: 2, 9, 16, 21 HWK 8 Solution

HWK 9. Due Tuesday, Nov. 15, Ch. 10: 23, 26. HWK 9 Solution

HWK 10. Due Tuesday, Nov. 22, Ch. 10: 6, 7. HWK 10 Solution

No hwk due on Tuesday, Nov 29^th. Happy Thanksgiving!

Solution to in-class hwk 7, 8, 9.

HWK 11. Due Tuesday, Dec. 6. Ch. 7: 2, 4, 15, 16. HWK 11 Solution

Solution to in-class hwk 10, 11

Course Syllabus

Phone: (212) 854-4334. FAX: (212) 854-8103.

E-mail:sk75 (at) columbia . edu