2008-2009 Bulletin – PDF - SEAS Bulletin - Columbia University

OPERATIONS RESEARCH: THIRD AND FOURTH YEARS
157
SEMESTER V SEMESTER VI SEMESTER VII SEMESTER VIII
MATH E1210 (3) IEOR E3402 (4) IEOR E4307 (3) IEOR E4405 (3)
Ordinary diff. equations Production planning Forecasting Prod. scheduling
REQUIRED
COURSES
IEOR E3608 (4) IEOR E4404 (4) IEOR E4003 (3)
Mathematical prog. Simulation Industrial econ.
IEOR E3106 (3) IEOR E4600 (3) IEOR E4407 (3)
Stochastic models Applied integer prog. Game theoretic models
of operations
IEOR E4409 (3)
Industrial info. sys.
TECHNICAL
ELECTIVES
Choose four electives (12 pts. total); complete list is available at www.ieor.columbia.edu.
At least two technical electives must be chosen from IEOR
NONTECH
ELECTIVES
Complete 27-point requirement. See page 11 or www.engineering.columbia.edu for details
Fundamentals of probability theory. Distributions
of one or more random variables. Moments.
Generating functions. Law of large numbers and
central limit theorem.
IEOR E3900x, y, and s Undergraduate research
or project
1 to 3 pts. The faculty.
Prerequisite: approval by a faculty member who
agrees to supervise the work. Independent work
involving experiments, computer programming,
analytical investigation, or engineering design.
IEOR E4000x Production management
Lect: 3. 3 pts. The faculty.
Prerequisites or corequisites: SIEO W4105 and
IEOR E4004. An introduction to production management
for students not having an industrial
engineering bachelor’s degree. Topics include
deterministic inventory models, aggregate production
planning, material requirements planning,
forecasting, stochastic inventory models, and supply
chain management. Emphasis is on modeling
and its implications for managerial decisions.
IEOR E4001y Design and management of
production and service systems
Lect: 3. 3 pts. Professor Riccio.
Prerequisite: IEOR E4000 or E3402. Design and
management problems in production and service
systems: process design and capacity management,
inventory system design and management,
aggregate planning, staff scheduling, and quality
control system design.
IEOR E4003x Industrial economics
Lect: 3. 3 pts. Professor Kachani.
Prerequisites or corequisites: SIEO W3600 (or
W4150) and IEOR E3608 (or E4004). Introduction
to the economic evaluation of industrial projects.
Economic equivalence and criteria. Deterministic
approaches to economic analysis. Multiple projects
and constraints. Analysis and choice under
risk and uncertainty.
IEOR E4004x and y Introduction to operations
research: deterministic models
Lect: 3. 3 pts. Professors Goldfarb and Chudnovsky.
Prerequisite: Linear algebra (MATH V2010 or
APMA E3101). For students who have not studied
linear programming. Some of the main methods
used in IEOR applications involving deterministic
models: linear programming, the simplex method,
nonlinear, integer and dynamic programming.
IEOR E4007x Optimization models and methods
for financial engineering
Lect: 3. 3 pts. s: Professor Iyengar.
Prerequisite: Linear algebra (MATH V2010 or
APMA E3101). Linear, quadratic, nonlinear,
dynamic, and stochastic programming. Some discrete
optimization techniques will also be introduced.
The theory underlying the various optimization
methods is covered. The emphasis is on
modeling and the choice of appropriate optimization
methods. Applications from financial engineering
will be discussed.
IEOR E4106x and y Introduction to operations
research: stochastic models
Lect: 3. 3 pts. Professors Yao and White.
For graduate and undergraduate advanced track
students only. Prerequisite: SIEO W3600 or
W4150. Some of the main stochastic models
used in engineering and operations research
applications: discrete-time Markov chains,
Poisson processes, birth and death processes
and other continuous Markov chains, renewal
reward processes. Applications: queueing, reliability,
inventory, and finance.
SIEO W4150x Introduction to probability and
statistics
Lect: 3. 3 pts. Professor Gallego.
Prerequisite: a working knowledge of calculus.
Fundamentals of probability theory and statistical
inference used in engineering and applied science.
Probabilistic models, random variables,
useful distributions, expectations, law of large
numbers, central limit theorem. Statistical inference:
point and confidence interval estimation,
hypothesis tests, linear regression.
IEOR E4201x The engineering of management, I
Lect: 3. 3 pts. Professors Fordyce and Norden.
Analytical models of the processes of managing
and engineering. Application of recent developments
in industrial engineering, operations
research, and computing to management problems
in establishing policies and objectives, patterns of
organization, decision processes, and communication
and control systems.
SEAS 2008–2009