Dr Neil Olver

This course is compulsory on the MSc in Operations Research & Analytics. This course is available on the CEMS Exchange, Global MSc in Management, Global MSc in Management (CEMS MIM), Global MSc in Management (MBA Exchange), MBA Exchange and MPA in Data Science for Public Policy. This course is available with permission as an outside option to students on other programmes where regulations permit.

Students must know basics of Linear Algebra (matrix multiplication, geometric interpretation of vectors), Probability Theory (expected value, conditional probability, independence of random events) and Calculus (derivatives, limits).

An introduction to a range of Operations Research techniques, covering: foundations of linear programming, including the simplex method and duality; integer programming; markov chains; queueing theory; dynamic programming; deterministic and stochastic inventory models; game theory.

This course is delivered through a combination of seminars and lectures totalling a minimum of 35 hours across Autumn Term.

Weekly exercises are set and marked in Autumn Term.

The course has its own textbook which will be provided at the start of the term. The course will be taught from the textbook and also slides.

In addition to the textbook, students may also wish to consult:

• F S Hillier & G J Lieberman, Introduction to Operations Research, 9th edition (2009) (7th edition of Hillier & Lieberman (2000) is also acceptable). 
• Wayne Winston, Operational Research; Applications and Algorithms, Fourth/International Student Edition.

Exam (90%, duration: 3 hours) in the spring exam period.
Coursework (10%).

Weekly exercises are set and marked in Autumn Term, and count as coursework.