Operational Research

Introduction

Documents
Textbooks
Slides
Exercises
Software
Examples

This course is an introduction to operational research (OR), statistics and their applications. The use of OR and statistics software is also emphasized.

Summary

1. Introduction

History. Methodology. Models.

2. Multicriteria decision aid

Methods. Multicriteria decision support systems. Group decision systems. Applications.

3. Probability theory

Discrete and continuous probability distributions.

4. Statistical sampling

Sampling and statistical inference.

5. Simulation Models

Methods. Multicriteria decision support systems. Group decision systems. Applications.

6. Regression Models

Documents

Textbook: Most of the course is based on several chapters of the following textbook:

D. Bertsimas and R.M. Freund (2000)
Data, Models and Decisions (the fundamentals of management science),
South-Western College Publishing, ISBN 0-538-85906-7

Additional reference books:

1. F.S. Hillier and G.J. Lieberman (1990) Introduction to Operations Research (5th edition), McGraw-Hill, P/N 028914-X

2. K. Lockyer and J. Gordon (1996) Project Management and Project Network Techniques (6th edition), Pitman Publishing, ISBN 0-273-61454-1

3. P. Vincke () Multicriteria Decision Aid, Wiley, ISBN

4. Interfaces, journal published by INFORMS (www.informs.org)

5. OR/MS Today, journal published by INFORMS (www.informs.org)

Slides (Acrobat document):
(provisional - will be regularly updated)

Intro

MCDA lecture

Lessons on probability

Lessons on statistics

	Linear programming software: Microsoft Excel Solver, MPL 4 for Windows : http://www.maximal-usa.com
	Example files (Excel workbooks and MPL 4 files):

LPfiles.zip

Distributions.xls : probability distributions with Excel