Homework Assignments for IEOR 3106

Homework Assignments

  1. Tuesday, September 3: Homework 1. Initial Probability Review, Chapters 1 and 2 in Ross. To be completed and turned in (at class) by Tuesday, September 10; to be discussed in the recitation on Sunday, September 8. Solutions.

  2. Tuesday, September 10: Homework 2. More Probability Review, Chapter 3 in Ross. To be completed and turned in (at class) by Tuesday, September 17; to be discussed in the recitation on Sunday, September 15. Solutions.

  3. Tuesday, September 17: Homework 3. Markov chains, Chapter 4 in Ross. To be completed and turned in (at class) by Tuesday, September 24; to be discussed in the recitation on Sunday, September 22. (See below too!) Solutions.

    Tuesday, September 17: Homework 3 - numerical part. Markov chains, Chapter 4 in Ross. YOU HAVE TWO WEEKS FOR THIS PART. To be completed and turned in on Tuesday, October 1. To be discussed in the recitation on Sunday, September 29. Solutions.

  4. Tuesday, September 24: Homework 4. more Markov chains, Chapter 4 in Ross. To be completed and turned in on Tuesday, October 1; to be discussed in the recitation on Sunday, September 29. Solutions.

    Tuesday, October 1 No new homework. Prepare for the first midterm exam.

    Thursday, October 3, in class: FIRST MIDTERM EXAM. Chapters 1-4, but only assigned material. Closed Book, but formula sheets will be handed out at the exam. (These will be distributed beforehand, so that you will know what is coming.)

  5. Tuesday, October 8: Homework 5. Exponential Distribution and The Poisson process. Chapter 5 in Ross. To be completed and turned in on Tuesday, October 15; to be discussed in the recitation on Sunday, October 13. Solutions.

  6. Tuesday, October 15: Homework 6. Continuous-time Markov chains. Chapter 6 in Ross. To be completed and turned in on Tuesday, October 22; to be discussed in the recitation on Sunday, October 20. Solutions.

  7. Tuesday, October 22: Homework 7. More on the Poisson process. Chapter 5 in Ross. To be completed and turned in on Tuesday, October 29. to be discussed in the recitation on Sunday, October 27. Solutions.

  8. Tuesday, October 29: Homework 8. More on Continuous-Time Markov Chains. Chapter 6 in Ross. This need not be turned in; to be discussed in the recitation at 4pm on Sunday, November 4. (No class on Tuesday, November 6, because it is Election Day.) Solutions.

    Tuesday, November 5. No class, Election Day. No new homework. Prepare for the second midterm exam.

    Thursday, November 7, in class: SECOND MIDTERM EXAM. Closed Book, but formula sheets will be handed out at the exam. (These will be distributed beforehand, so that you will know what is coming.) Chapters 5 and 6. Chapter 5: The Exponential Distribution and the Poisson Process, Chapter 6: Continuous-Time Markov chains. For CTMC's, we have primarily followed my lecture notes, handed out and posted online. (Covering only the assigned material).

  9. Tuesday, November 12: Homework 9. Renewal processes. Chapter 7 in Ross. To be completed and turned in on Tuesday, November 20; to be discussed in the recitation on Sunday, November 18. Solutions.

  10. Tuesday, November 19: Homework 10. More on renewal theory To be completed and turned in on Tuesday, November 26; to be discussed in the recitation on Sunday, November 24. Solutions.

  11. Tuesday, November 26: Homework 11. Brownian motion. Chapter 10 in Ross. To be completed and turned in on Thursday, December 5. To be discussed in the recitation on Sunday, December 8 (after the homework is turned in). Solutions.

    Thursday, November 28 is Thanksgiving. That is a holiday, no class.

    Tuesday, December 3. No new homework.

    Our last class is Thursday, December 5.

    Final exam: Sunday, December 15, 1pm in Room 303 and 833 Mudd. closed book, but again formula sheets will be handed out. The final will be cumulative, beginning with Chapter 4; i.e., it will cover Chapters 4, 5, 6, 7 and 10 (but only the sections assigned).