Ward Whitt's Undergraduate Course - Fall 2007
IEOR 3106: Introduction to Operations Research:
Stochastic Models
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Time and Place: Tuesdays and Thursdays, 4:10-5:25pm, 833 Mudd (Call number 77196)
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One Recitation Section: Sundays, 4:00-6:00pm in 303 Mudd (Call number 91399)
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(TA's go over homework assignments before they are due.)
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Prerequisite: a first course in probability, such as IEOR 3600, IEOR 4105 or SIEO 4150
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Required Text: Sheldon Ross,
Introduction to Probability Models, ninth edition, Academic Press, New York.
(This is a new edition; it has just come out: ISBN Number 0-12-598062-0).
The CVN version of the course will be following taped lectures, with homework and taped recitation sections based on the previous eighth edition, so CVN
students should get the eighth edition. In-class students should get the ninth edition.
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Recommended background text on basic probability: Sheldon Ross,
A First Course in Probability, sixth edition.
(It might be helpful to have another basic probability text available.)
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Communicate with the Professor, Office: 304 Mudd: ww2040@columbia.edu or 854-7255
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Office Hours: Wednesdays, 11:00am-12:00noon, 304 Mudd, immediately after class, or by appointment
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Teaching Assistants:
- TA: Guodong Pang, 325 Mudd, email: gp2224@columbia.edu.
Guodong will be holding office hours in Room 325 Mudd on Mondays at 5:30-6:30pm. He is also available by appointment.
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First Midterm Exam (one-third-term exam): Chapters 1-4, open book, Two Parts: Thursday, October 4, on Basic Probability, Chapters 1-3;
and Tuesday, October 9, on discrete-time Markov chains, Chapter 4.
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Spring 2005 One-Third-Term Exam for IEOR 4106: 2005 Exam 1 and
solutions. (They had extended time, 2.5 hours.)
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Second Midterm Exam (two-thirds-term exam): Chapters 5-6, open book, Only One Part: Tuesday, November 13.
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Spring 2005 Two-Thirds-Term Exam for IEOR 4106: 2005 Exam 2 and
solutions.(They had extended time, 2.5 hours.)
Final Exam, Chapters 4-7, 10: open book (but the book and the 40-pages CTMC notes only, plus 3 8 x 11 pages). Tuesday, December 18, 4:10-7:00pm, three hours, 833 Mudd
It will be cumulative, beginning with Chapter 4. It will cover Chapters 4, 5, 6, 7 and 10 (only sections assigned).
Grading: homework 20%, one-third-term exam 25%, two-thirds-term exam 25%, final exam 30%.