Undergraduate Course: Fundamentals of Operational Research (MATH10065)

Course Outline
School	School of Mathematics	College	College of Science and Engineering
Credit level (Normal year taken)	SCQF Level 10 (Year 4 Undergraduate)	Availability	Available to all students
SCQF Credits	10	ECTS Credits	5
Summary	Dynamic programming is a neat way of solving sequential decision optimization problems. Integer Programming provides a general method of solving problems with logical constraints. Game theory is concerned with mathematical modelling of behaviour in competitive strategic situations in which the success of strategic choices of one individual (person, company, server, ...) depends on the choices of others.
Course description	Dynamic Programming Multistage decision processes; principle of optimality. Applications: network problems; inventory problem; resource allocation problem; knapsack problem; stochastic problems. Integer Programming Modelling: set=up costs, batch production, limited number of production methods. Logical constraints; set covering problems; systematic conversion of logical expression to IP constraints. Solution techniques: branch=and bound; Gomory pure integer cuts. Game Theory Optimal strategies in face of uncertainty (minimax and maximin). Two=person zero sum games, dominated strategies, saddle points, non=zero sum games, reaction curves and Nash equilibria.

Entry Requirements (not applicable to Visiting Students)
Pre-requisites		Co-requisites
Prohibited Combinations		Other requirements	Student must not have taken : MATH09002 Discrete Programming & Game Theory or MATH11089 Dynamic and Integer Programming

Information for Visiting Students
Pre-requisites	None

Course Delivery Information

Academic year 2015/16, Available to all students (SV1)		Quota: None
Course Start	Semester 1
Timetable	Timetable
Learning and Teaching activities (Further Info)	Total Hours: 100 ( Lecture Hours 22, Seminar/Tutorial Hours 5, Summative Assessment Hours 2, Programme Level Learning and Teaching Hours 2, Directed Learning and Independent Learning Hours 69 )
Assessment (Further Info)	Written Exam 80 %, Coursework 20 %, Practical Exam 0 %
Additional Information (Assessment)	Coursework 20%, Examination 80%
Feedback	Not entered
Exam Information
Exam Diet	Paper Name		Hours & Minutes
Main Exam Diet S1 (December)	MATH10065 Fundamentals of Operational Research		2:00

Academic year 2015/16, Part-year visiting students only (VV1)		Quota: None
Course Start	Semester 1
Timetable	Timetable
Learning and Teaching activities (Further Info)	Total Hours: 100 ( Lecture Hours 22, Seminar/Tutorial Hours 5, Summative Assessment Hours 2, Programme Level Learning and Teaching Hours 2, Directed Learning and Independent Learning Hours 69 )
Assessment (Further Info)	Written Exam 80 %, Coursework 20 %, Practical Exam 0 %
Additional Information (Assessment)	Coursework 20%, Examination 80%
Feedback	Not entered
No Exam Information

Learning Outcomes
Ability to formulate and solve a sequential decision optimization problem. Ability to formulate and solve optimization problems with logical constraints. Ability to find optimal and equilibrium strategies for zero- and nonzero-sum 2x2 matrix games. Mastery of the theory underlying the solution methods.