Course No.：S070105ZJ002
Course Category：Professional Basic Course
Period/Credits：40/2
Prerequisites：Advanced Mathematics, Linear Algebra, Probability and Statistics.
Aims & Requirements：
This is a basic course for graduate students majoring various mathematical sciences, while could also serve as an elective for students of management sciences. Although Operational Research is a broad subject and has many branches, this course concerns mainly the mathematical background of stochastic models. After taken this course, students are expected to acquaint the basic concepts and techniques of stochastic models in Operational Research. We also hope that, through the study of some cases, students can understand the essence of stochastic models in Operational Research, and can lay the foundation for further study in various areas of Operational Research.
Primary Coverage：
Chapter 1 Queuing Theory
Practical Cases and Model Analysis; Input Process and Output Process; Stationary Behavior and Transient Behavior; Service Network System; Method of Matrix Analysis.
Chapter 2 Reliable Theory
Basic Concepts; Common Age Distribution; Reliable Analysis of Network Systems; Repairable System and un-repairable System.
Chapter 3 Markov Process
Basic Concepts; Essence and Definition of Process; Basic Results of Finite Model, Discount Model and Average Model; Some Application.
Chapter 4 Inventory Theory
Cases and Basic Concepts; Deterministic Models; Stochastic Models; Inventory Models with Convex or Concave Cost Function; Prospect.
Chapter 5 Stochastic Programming
Concepts; Relations between several Formulations.
Author：Ke Liu (Academy of Mathematics and Systems Science)
Date：June, 2009
