课程大纲
COURSE SYLLABUS
1.
课程代码/名称
Course Code/Title
运筹学高级专题：排队、博弈和决策（Advanced Operations Research:
Queueing, Game and Decision Theory)
2.
课程性质
Compulsory/Elective
选修课
3.
课程学分/学时
Course Credit/Hours
3
4.
授课语言
Teaching Language
双语
5.
授课教师
Instructor(s)
刘翰林
6.
是否面向本科生开放
Open to undergraduates
or not
否
7.
先修要求
Pre-requisites
（ 如 面 向 本 科 生 开 放 ， 请 注明区 分 内 容 。 If the course is open to
undergraduates, please indicate the difference.）
8.
教学目标
Course Objectives
This course is designed for graduate students in the field of management sciences. It will
introduce fundamental stochastic models used in the management science field, including
queueing theory, optimization theory, sequential decision-making via dynamic programming.
9.
教学方法
Teaching Methods
Lecture
10.
教学内容
Course Contents
（如面向本科生开放，请注明区分内容。 If the course is open to undergraduates, please indicate the
difference.）
Section 1
Markov chains, Birth-death process, Uniformization
Section 2
Queuing theory: networks of queues, M/M/1, M/G/1, M/M/k queues
Section 3
Linear programming, Lagrangian multiplier, Duality
Section 4
Introduction to convex optimization
Section 5
Introduction to dynamic programming
Section 6
Newsvendor Problem, Inventory Control
…………
11.
课程考核
Course Assessment
（
○
1 考核形式 Form of examination；
○
2 .分数构成 grading policy；
○
3 如面向本科生开放，请注明区分内容。
If the course is open to undergraduates, please indicate the difference.）
Homework Assignments 40%
Midterm Exam 40%
Project (Paper Presentation) 20%
12.
教材及其它参考资料
Textbook and Supplementary Readings
1. Sheldon M. Ross. Stochastic Processes, Second Edition, John Wiley & Sons 1996
2. Stephen Boyd and Lieven Vandenberghe, Convex Optimization, Cambridge University
Press 2004
3. D. Bertsekas. Dynamic Programming and Optimal Control. Vol 1. Third Edition. 2005
4. D. Simchi-Levi. X.Chen and J. Bramel. The Logic of Logistics; Theory, Algorithms, and
Applications for Logistics and Supply Chain Management. Second Edition. 2005
