Operations Research (OR) - George Mason University

1 Operations Research (OR) 1 Operations Research (OR)300 Level CoursesOR 335: Discrete Systems Modeling and Simulation. 3 to basic concepts of modeling complex discrete systemsby computer simulation. Topics include Monte-Carlo methods, discreteevent modeling, specialized simulation software, and statistics of inputand output analysis. Offered by Systems Engr & Operations Rsch. Limitedto two attempts. Equivalent to SYST Restrictions:Required Prerequisites: (CS 112C) and (STAT 344C, 346C or MATH 351C)and (CS 211*C).* May be taken Requires minimum grade of with the terminated from VSE major attribute may not Type: LectureGrading:This course is graded on the Undergraduate Regular Level CoursesOR 438: Analytics for Financial Engineering and Econometrics. 3 course introduces the basic analytics for financial engineering andeconometrics. Topics include financial transactions and econometricdata management, correlation, linear and multiple regressions forfinancial and economic predictions, financial time series analysis,portfolio theory and risk analysis.

2 It will provide a foundation of basictheory and methodology as well as applied examples with techniques toanalyzing large financial and econometric data. Hands-on experimentswith R will be emphasized throughout the course. Offered by SystemsEngr & Operations Rsch. Limited to two attempts. Equivalent toSYST Restrictions:Students with the terminated from VSE major attribute may not Type: LectureGrading:This course is graded on the Undergraduate Regular 441: Deterministic Operations Research . 3 of deterministic methods for solving real-world decision linear programming model and simplex method of solution,duality, and sensitivity analysis; transportation and assignment problems;shortest path and maximal flow problems; and introduction to integerand nonlinear programming. Emphasizes modeling and problem : Accelerated MS students may not receive credit for both OR/MATH 441 and OR 531 Offered by Systems Engr & Operations to two attempts.

3 Equivalent to MATH Restrictions:Required Prerequisite: MATH Requires minimum grade of with the terminated from VSE major attribute may not Type: LectureGrading:This course is graded on the Undergraduate Regular 442: Stochastic Operations Research . 3 of probabilistic methods for solving decision problems underuncertainty, probability review, decision theory, queuing theory, inventorymodels, reliability, Markov chain models, and simulation are on modeling and problem solving. Offered by Systems Engr & Operations Rsch. Limited to two attempts. Equivalent to MATH Restrictions:Required Prerequisites: STAT 344C, 346C or MATH Requires minimum grade of with the terminated from VSE major attribute may not Type: LectureGrading:This course is graded on the Undergraduate Regular 481: Numerical Methods in Engineering. 3 numerical methods and software. Emphasis on problem solvingthrough software and assessing the quality of solutions obtained.

4 Topicsinclude computer arithmetic, linear equations and least squares datafitting, interpolation, nonlinear optimization, and differential extensive computer use. Offered by Systems Engr & OperationsRsch. Limited to two attempts. Equivalent to MATH Restrictions:Required Prerequisites: MATH 203C and CS Requires minimum grade of with the terminated from VSE major attribute may not Type: LectureGrading:This course is graded on the Undergraduate Regular 498: Independent Study in Operations Research . 1-3 self-study of special topics of current interest in operationsresearch. notes : May be repeated if topics substantially different. Offeredby Systems Engr & Operations Rsch. Limited to two Prerequisite: 60 hours; must be arranged with aninstructor and approved by the dept. chair before Restrictions:Students with the terminated from VSE major attribute may not Type: Independent StudyGrading:This course is graded on the Undergraduate Regular Level CoursesOR 531: Analytics and Decision Analysis.

5 3 focus is predominantly on prescriptive analytics with someparts focused on predictive analytics. Topics include operationsresearch techniques and their application to decision making such asmathematical optimization, networks modeling, stochastic modeling,and multi-objective modeling. Other topics such as PERT, CPM, computersimulation, decision analysis using decision trees and quantitative2 Operations Research (OR)value functions, and heuristic methods are covered, as well as use ofcontemporary computer software for problem solving. In particular, thecourse will extensively use MS Excel for solving the decision makingproblems. Case-study approach to problem solving is used. notes :Cannot be used for credit for the PhD IT program. Offered by SystemsEngr & Operations Rsch. May not be repeated for Restrictions:Enrollment limited to students with a class of Advanced to Candidacy,Graduate, Non-Degree or Senior is limited to Graduate, Non-Degree or Undergraduate in a Non-Degree Undergraduate degree may not limited to students in the College of Science or VolgenauSchool of Engineering Type: LectureGrading:This course is graded on the Graduate Regular 538: Analytics for Financial Engineering and Econometrics.

6 3 course introduces the basic analytics for financial engineering andeconometrics, topics include financial transactions and econometric datamanagement, correlation, linear and multiple regressions for financial andeconomic predictions, financial time series analysis, portfolio theory andrisk analysis. It will provide a foundation of basic theory and methodologyas well as applied examples with techniques to analyzing large financialand econometric data. Hand-on experiments with R will be emphasizedthroughout the course. Offered by Systems Engr & Operations Rsch. Maynot be repeated for credit. Equivalent to SYST Prerequisite: STAT 515 or STAT Restrictions:Enrollment limited to students with a class of Advanced to Candidacy,Graduate, Non-Degree or Senior is limited to Graduate, Non-Degree or Undergraduate in a Non-Degree Undergraduate degree may not limited to students in the College of Science or VolgenauSchool of Engineering Type: LectureGrading:This course is graded on the Graduate Regular 540: Management Science.

7 3 Research techniques and their application to managerialdecision making. Mathematical programming, Markov processes,queuing theory, inventory models, PERT, CPM, and computer simulationare covered, as well as use of contemporary computer software forproblem solving. Case-study approach to problem solving is used. notes :Students who have taken OR 541 or OR 542 and OR MS majors do notreceive credit. Offered by Systems Engr & Operations Rsch. May not berepeated for Prerequisite: MATH 108, and STAT 250 or OM 200; Restrictions:Enrollment limited to students with a class of Advanced to Candidacy,Graduate, Non-Degree or Senior is limited to Graduate, Non-Degree or Undergraduate in a Non-Degree Undergraduate degree may not limited to students in the College of Science or VolgenauSchool of Engineering Type: LectureGrading:This course is graded on the Graduate Regular 541: Operations Research : Deterministic Models.

8 3 of deterministic methods of solving real world decision linear programming model and simplex method of solution,duality, and sensitivity analysis, transportation and assignment problems;shortest path, minimal spanning tree, and maximal flow problems; andan introduction to integer and nonlinear programming. Emphasis onmodeling and problem solving. notes : Students who have taken OR 441/MATH 441 will not receive credit. Offered by Systems Engr & OperationsRsch. May not be repeated for Prerequisite: MATH 203 or Restrictions:Enrollment limited to students with a class of Advanced to Candidacy,Graduate, Non-Degree or Senior is limited to Graduate, Non-Degree or Undergraduate in a Non-Degree Undergraduate degree may not limited to students in the College of Science or VolgenauSchool of Engineering Type: LectureGrading:This course is graded on the Graduate Regular 542: Operations Research : Stochastic Models.

9 3 survey of probabilistic methods for solving decision problems underuncertainty, probability theory review, reliability, queuing theory, inventorysystems, Markov chain models, and simulation. Emphasis on modelingand problem solving. notes : Students who have taken OR 442/MATH 442do not receive credit. Offered by Systems Engr & Operations Rsch. Maynot be repeated for Prerequisite: STAT 344 or MATH 351 or Restrictions:Enrollment limited to students with a class of Advanced to Candidacy,Graduate, Non-Degree or Senior is limited to Graduate, Non-Degree or Undergraduate Research (OR) 3 Students in a Non-Degree Undergraduate degree may not limited to students in the College of Science or VolgenauSchool of Engineering Type: LectureGrading:This course is graded on the Graduate Regular 568: Applied Predictive Analytics. 3 predictive analytics with applications in engineering, business,and econometrics.

10 Topics include time series and cross-sectionaldata processing, correlation, linear and multiple regressions, timeseries decomposition, predictive modeling and case study. Provides afoundation of basic theory and methodology with applied examples toanalyze large engineering and econometric data for predictive decisionmaking. Hand-on experiments with R will be emphasized. Offeredby Systems Engr & Operations Rsch. May not be repeated for to SYST Prerequisite: STAT 515 or Graduate Standing at the MSORor MSSE Restrictions:Enrollment limited to students with a class of Advanced to Candidacy,Graduate, Non-Degree or Senior is limited to Graduate, Non-Degree or Undergraduate in a Non-Degree Undergraduate degree may not limited to students in the College of Science or VolgenauSchool of Engineering Type: LectureGrading:This course is graded on the Graduate Regular 574: Quality Control and Process Management.