2DI60 syllabus – 2015-2016
This is an introductory course in stochastic operations research. As such, you cannot avoid being
introduced to several basic ideas and principles that can prove quite challenging at first. However,
regardless whether you plan to go to industry after finishing your degree or if you are planning on
further studies, you will certainly use material from this class.
The course is designed to help you master this material. To this purpose the course material is
divided into theory, exercises/instructions and pc instructions. During regular and pc instruction days
you are strongly advised to bring your laptop. It will help with solving the exercises.
Instructor:
Dr. Stella Kapodistria
Department of Mathematics and Computer Science,
Eindhoven University of Technology,
P.O. Box 513,
5600 MB Eindhoven,
The Netherlands
Co-Instructor:
email: s.kapodistria@tue.nl
office: (+31) 40 247 5825
fax: (+31) 40 243 6685
Location: MF 4.080
Murtuza Ali Abidini, M.Sc.
Department of Mathematics and Computer Science,
Eindhoven University of Technology,
P.O. Box 513,
5600 MB Eindhoven,
The Netherlands
email: m.a.abidini@tue.nl
Location: MF 4.066-67
Course material:
1) V.G. Kulkarni, Springer Texts in Statistics, Introduction to Modeling and Analysis of Stochastic
Systems.
2) Handout with additional topics.
3) Mathematica modules provided in OASE.
Tentative class schedule (will be submitted to changes and will be updated weekly as soon as the
quartile starts):
Here is how you should read the schedule that follows: hours 1 and 2 will be devoted to theory, hour
3 will be PC instruction hour (demonstrations with Mathematica) and hour 4 will be devoted to
exercises (working on your own). However, in practise ALL contact hours include both theory and
"exercises" (for example, during PC instruction we might repeat the theory or go deeper into theory,
or during exercise hour we might solve properly one exercise on board, etc.). I will also try each time
to make sure than not more than 2 hours (out of the 4) have theory and that you also have the time
to work on your own. In this sense, I expect that I will be refreshing theory during “exercise” hours
and I will be doing exercises during “theory” hours.
Notation: H stands for the extra handout. Exercises are denoted either by Conc. or by Comp.
Week 1:
Chapter 1 and sections 2.1 – 2.4
Ex.: Conc. 2.8 – 2.11, Comp. 2.1, 2.5 – 2.9, 2.12, 2.13, 2.16
e.g. of week 1 schedule
Lecture 1 h1
Theory 2.1 & 2.2
Lecture 1 h2
Examples 2.2, 2.4, 2.6, 2.8
Instructions 1
Self study examples+exercises
PC instruction 1 Mathematica Intro
Lecture 2 h1
Lecture 2 h2
PC instruction 2
Instructions 2
Theory 2.3
Theory 2.4
Mathematica Intro
Self study examples+exercises
Exercises: Conc 2.8-2.11
Exercises: Comp 2,8, 2,9, 2,12, 2.5 (only
creation of matrices)
Exercises: Comp 2.1, 2.6, 2,7, 2,16
Exercises: Comp 2.6, 2,7, 2,16
Week 2:
2.5, H 1 and 2.6
Ex.: Conc. 2.12, 2.15, 2.16, Comp. 2.19, 2.20, 2.21, 2.24, 2.25, 2.26, and H 1
ex. 2, 3, 4.
Week 3:
2.6, 2.7 and H 2
Ex.: Conc. 2.18, 2.19, Comp. 2.33, 2.37, 2.40, 2.45, and H 2 ex. 1, 2
Week 4:
3.1 – 3.5, 4.1, 4.2
Ex.: Comp. 3.4, 3.6, 3.7, 3.9, 3.10, 3.16, 3.17,
3.19, 3.20, 3.21
MIDTERM. Material: TBA
Week 5:
4.1, 4.2, 4.3, 4.6, 4.7.2, 4.8
Ex.: Conc. 4.1, 4.2, 4.4, 4.5, 4.8, 4.9, Comp. 4.21, 4.24, 4.25, 4.26, 4.27, 4.37, 4.38,
4.44, 4.45, 5.2, 5.3,
Week 6:
Sections 6.1, 6.2, 6.3, 6.4, 6.7, Handout 4
Chapter 6: Conc. 8, 9 and 10. Comp. 1, 2, 6, 7, 8, 21, 41 and 45.
Handout 4: 2 and 3
Week 7:
6.5, 6.6
Exercises: Chapter 6: Conc. 20, 21. Comp. 10, 11, 12, 13, 27, 28, 32, 33,
35, 36 and 40.
Week 8:
Exercises: old exams (also maybe additional exercises, interesting for the final exam)
Exams:
Midterm exam: TBA (during the instruction hours)
Final exam: January TBA
Material: TBA
Resit exam: April TBA
The exams have an open book policy. Namely, you may use the following sources (the following
material has been revised):
1) Laptop.
2) Mathematical software (Mathematica or R or Matlab).
3) The book (new or old edition, hard copy or digital) with no notes (i.e., no solved exercises on
the empty pages, no glued pages with solutions, no added notes, etc.).
4) The handout (hard copy or digital) again with no notes (i.e., no solved exercises on the
empty pages, no glued pages with solutions, no added notes, etc.).
5) The statistical compendium (hard copy or digital) with no notes.
6) The slides (hard copy or digital) with no notes.
Anything else (mathematica modules, notes, old exams, solutions of homework, etc) is NOT allowed.
The proctors will control during the examination that you have complied with these regulations. Any
irregularities noticed at the end of the examination could result to your disqualification.
Grading:
30% of the grade for the midterm and 70% of the grade for the final. All rules of the Bachelor
College are applicable. A minimum of 5 out of 10 at the final exam is needed to pass the course.
Useful tips:




For this class, you need basic probability, basic calculus, basic algebraic computational skills,
such as solving equations, inequalities, first degree linear differential equations, power
series, limits and continuity, etc, and very basic knowledge of linear algebra. We will revise
most of these notions too.
Slides, and solutions to the exercises are available online. I will be posting them with a delay
in OASE, so as to help people who wish to see the solutions after they have tried to solve the
exercises on their own. However, a search will provide this material to curious students early
on.
All announcements will be posted in OASE.
Students are expected to:
o contribute to a positive, respectful, and engaged academic environment inside and
outside the classroom;
o appear regularly for class meetings in a timely fashion;
o appear at a mutually convenient appointment for official matters of academic
concern;
o full attendance at examination, midterms, presentations, with the exception of
formal pre-approved excused absences or emergency situations;
o be prepared for class, appearing with appropriate materials and having completed
assigned readings and homework;
o full engagement within the classroom, including meaningful focus during lectures,
appropriate and relevant questions, and class participation;
o act with integrity and to adhere to the formal university policies (read: no cheating!)