Advanced Stochastic Processes, Fall 2005

Abstract:: The class covers the analysis and modeling of stochastic processes. Topics include measure theoretic probability, martingales, filtration, and stopping theorems, elements of large deviations theory, Brownian motion and reflected Brownian motion, stochastic integration and Ito calculus and functional limit theorems. In addition, the class will go over some applications to finance theory, insurance, queueing and inventory models.

Operations Management, Summer 2002

Abstract:: Introduces students to problems and analysis related to the design, planning, control, and improvement of manufacturing and service operations. Includes process analysis, project analysis, materials management, production planning and scheduling, quality management, supply chain management, reengineering, design for manufacturing, capacity and facilities planning, and operations strategy. This course will introduce concepts and techniques for design, planning and control of manufacturing and service operations. The course provides basic definitions of operations management terms, tools and techniques for analyzing operations, and strategic context for making operational decisions. We present the material in five modules: Operations Analysis Coordination and Planning Quality Management Project Management Logistics and Supply Chain Managemen.

Abstract:: This class deals with the modeling and analysis of queueing systems, with applications in communications, manufacturing, computers, call centers, service industries and transportation. Topics include birth-death processes and simple Markovian queues, networks of queues and product form networks, single and multi-server queues, multi-class queueing networks, fluid models, adversarial queueing networks, heavy-traffic theory and diffusion approximations. The course will cover state of the art results which lead to research opportunities.