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IE 401: Topics in Operations Research

Undergraduate Institute Elective

For contents of the course offering in July - November 2024, pl see here.

Contents

The course will aim at providing the necessary mathematical computational and modeling background to look at certain specific areas of operations research in some detail. A mix of elementary and more advanced topics will be taken up. OR. techniques which will typically be covered will include: Optimization, including discrete choice problems, Game theory, Discrete event simulation, queuing systems, Dynamic programming and control problems and Multiple criterion decision making.

Typical application areas will include: Service operations, Transport operations and Logistics, computer and telecommunication networks, Financial engineering and Supply Chain Management.
 

References

  • V. Chvatal (1983), Linear Programming, W.H. Freeman, New York.
  • Stef Tijs (2003), Introduction to game theory, Hindustan Book Agency, New Delhi
  • D. P. Bertsekas (1995), Dynamic programming and optimal control, Athena Scientific, Belmont.
  • J. L. Cohon (1978), Multiobjective programming and planning, Academic Press, New York.
  • C. F. Daganzo (1997), Fundamentals of transportation and traffic operations, Pergamon, Oxford.
  • Jerry Banks, S. C. John II and Berry L. Nelson (1996), Discrete Event System Simulation, (Second Edition), Prentice Hall of India, New Delhi.
  • Donald Gross and Carl M. Harris (1998), Fundamentals of Queuing Theory, (Third Edition), John Wiley, New York.
  • C. R. Reeves (editor) (1993), Modern heuristic techniques for combinatorial problems, Orient Longman, Hyderabad.
  • E. J. Elton and M. J. Gruber (1994), Modern portfolio theory and investment analysis (Fourth edition), John Wiley and Sons, Singapore.
  • S. Chopra and Peter Meindl (2003), Supply chain management: Strategy, planning and operation, 2nd Edition, Pearson Education, Singapore/New Delhi.
  • G. Raghuram and N. Rangaraj (editors) (2000), Logistics and Supply Chain Management : Cases and concepts, Macmillan, New Delhi.
  • Current literature from journals and books as appropriate.