The students enrolled in the IE PhD program must obtain a passing grade in 3 subject areas in order to successfully complete the written part of the qualifying exam.
Students must take Deterministic Models in Operations Research and Stochastic Models in Operations Research exams. The third exam should be selected from one of the topics below:
- Production and Service Operations Planning and Control (IE)
- Logistics and Supply Chain Planning and Design (IE)
- Decision Theory (IE)
- Any area offered by one of the FENS PhD programs.
Deterministic Models in Operations Research
Topics
- Mathematical programming modeling
- Elementary Convex Analysis
- Linear Programming, Certificates, Duality, Sensitivity Analysis
- Dantzig Wolfe Decomposition and Column Generation
- Shortest Path Problems and Algorithms
- Maximum Flow Problems and Algorithms
- Minimum Cost Flow Problems and Algorithms
- Minimum Spanning Tree and Algorithms
Reference Books
- Linear Programming and Network Flows. Mokhtar S. Bazaraa, John J. Jarvis, Hanif D. Sherali.
- Operations Research: Applications and Algorithms. Wayne L. Winston.
- Introduction to Operations Research. Frederick S. Hillier and Gerald J. Lieberman.
- Network Flows: Theory, Algorithms and Applications. Ravindra K. Ahuja, Thomas L. Magnanti, James B. Orlin.
- IE 501 lecture notes available in Pdf format.
Stochastic Models in Operations Research
Topics
- (Conditional) Probabilities and (Conditonal) Expectations
- Markov Chains
- Poisson Processes
- Continuous Time Markov Chains
- Renewal Processes
- Queueing Models (those that can be handled as Markov processes)
Reference Books
- Introduction to Probability Models. Sheldon M. Ross. (Chapters 1–8)
- An Introduction to Stochastic Modeling. Howard M.Taylor, Samuel Karlin. (all chapters except Chapter 8)
Production and Service Operations Planning and Control
Topics
- Deterministic and Stochastic Inventory Models
- Lot Sizing Algorithms
- Assembly Line Balancing
- Transfer Lines
- Scheduling
- Flexible Manufacturing Systems
Reference Books
- Modeling and Analysis of Manufacturing Systems. R. G. Askin, C. R. Standridge. (Chapters 2-5)
- Manufacturing Planning and Control Systems. T. E. Vollmann, W. L. Berry, D. C. Whybark.
- Production and Operations Analysis. S. Nahmias.
- Planning and Scheduling in Manufacturing and Services. M.L. Pinedo.
- Scheduling : theory, algorithms, and systems. M.L. Pinedo.
Logistics and Supply Chain Planning and Design
Topics
- Facility Location Problems
- Short-Haul Transportation (Vehicle Routing) Problems
- Long-Haul Transportation Problems
- Inventory Management and Risk Pooling
- Supply Chain Contracts
- The Value of Information
- Supply Chain Integration
- Distribution Strategies
Reference Books
- Designing and Managing the Supply Chain: Concepts, Strategies and Case Studies. Simchi-Levi, D. Kaminsky, P., Simchi-Levi, E., 2007. (Chapters 2-7)
- Supply Chain Management: Strategy, Planning and Operation. Chopra, S., Meindl, P., 2013.
- Modeling the supply chain. Shapiro J.F.
- Facilities Design. Heragu S. (Chapters 11-12)
- Introduction to Logistics Systems Planning and Control. G. Ghiani, G. Laporte, R. Musmanno. (Chapters 3, 6, 7)
Decision Theory
Topics
- Modeling Decisions
- Subjective Probability and Inference
- Decision Making Heuristics and Biases
- Measurement Theory
- Expected Utility Theory
- Multi Criteria Decision Making
Reference Books
- Making Hard Decisions with DecisionTools. Cengage Learning. Clemen, R., & Reilly, T. (2013)
- Judgment in Managerial Decision Making. Bazerman, M., & Moore, D. A. (2012)
- Judgment Under Uncertainty: Heuristics and Biases. Science, 185(4157), 1124-1131. Tversky, A., & Kahneman, D. (1974).
- Measurement Theory. Roberts, F. S. (1985).
- Models, Methods, Concepts and Applications of the Analytic Hierarchy Process. International Series in Operations Research and Management Science, Volume 34. Thomas L. Saaty, L. G. Vargas.