Transcript Operations Research 2 - Gadjah Mada University

Operations Research 2
Nur Aini Masruroh
Contents
1
Introduction
2
Course outline
3
References
4
Grading
Introduction
Goal:
 Understand how OR contributes in solving
some industrial problems characterized by the
stochastic conditions
Outcome:
 Enable to model some stochastic situations
 Enable to solve some stochastic model
 Understand the basic of simulation
Why concern on
stochastic?
Some facts:
 Shop-floor condition is seldom stable for more than
half an hour (McKay et al, 1995)
 We can never predict demand for a product
accurately
 Although preventive maintenance is done, we can
never eliminate the occurrence of machine
breakdown
 Due to the process variability, the processing time is
seldom constant
 etc
The only certainty in the real world is uncertainty
Course outline
Inventory models
Queuing theory
Introduction to stochastic process
Continuous Time Markov Chain
Discrete Time Markov Chain
Exponential distribution and poison process
Introduction to simulation
Generating random number and random variates
References
 P.A. Jensen and J.F. Bard, 2003, Operations Research: Models
and Methods, John Wiley & Sons, New York.
 F.S. Hiller and M.S. Hiller, 2004, Introduction to Management
Science, McGraw-Hill Book Co., Boston.
 Ross, S.M. Stochastic Processes, 2nd ed., John Wiley and Sons,
Inc., Canada
 J. Banks, J. S. Carson, II, B. L. Nelson, 2000, Discrete-Event
System Simulation. Upper Saddle River, NJ : Prentice Hall, 3rd
ed.
 V. David, 1996, Quantitative Risk Analysis: Monte Carlo
Approach, John Willey & Sons, New York.
Grading
Mid- test: 35%
Final exam: 35%
Assignments: 30%