Enquiry for Course Details |
MATH4902 Operations research II (6 credits) | Academic Year | 2025 | |||||||||||||
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Offering Department | Mathematics | Quota | --- | ||||||||||||
Course Co-ordinator | Prof G Han, Mathematics < ghan@maths.hku.hk > | ||||||||||||||
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Course Objectives | The objective is to provide a fundamental account of the basic results and techniques of dynamic programming (DP), Markov decision processes (MDP), Queueing Theory (QT) and simulation in operations research. There is emphasis on aspects of algorithms as well as applications. The course serves, together with courses on linear programming and network models, to provide essential optimization concept and algorithms for more advanced studies in operations research. | ||||||||||||||
Course Contents & Topics | - Dynamic programming (deterministic/stochastic) - Markov decision process (discounted/average costs) - Queueing Theory - Simulation |
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Course Learning Outcomes |
On successful completion of this course, students should be able to:
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Pre-requisites (and Co-requisites and Impermissible combinations) |
Pass in MATH2101, MATH2211 and MATH3603. | ||||||||||||||
Course Status with Related Major/Minor /Professional Core |
2025 Major in Mathematics (
Disciplinary Elective
) 2025 Major in Mathematics (Intensive) ( Disciplinary Elective ) 2025 Minor in Mathematics ( Disciplinary Elective ) 2025 Minor in Operations Research & Mathematical Programming ( Disciplinary Elective ) 2024 Major in Mathematics ( Disciplinary Elective ) 2024 Major in Mathematics (Intensive) ( Disciplinary Elective ) 2024 Minor in Mathematics ( Disciplinary Elective ) 2024 Minor in Operations Research & Mathematical Programming ( Disciplinary Elective ) 2023 Major in Mathematics ( Disciplinary Elective ) 2023 Major in Mathematics (Intensive) ( Disciplinary Elective ) 2023 Minor in Mathematics ( Disciplinary Elective ) 2023 Minor in Operations Research & Mathematical Programming ( Disciplinary Elective ) 2022 Major in Mathematics ( Disciplinary Elective ) 2022 Major in Mathematics (Intensive) ( Disciplinary Elective ) 2022 Minor in Mathematics ( Disciplinary Elective ) 2022 Minor in Operations Research & Mathematical Programming ( Disciplinary Elective ) 2021 Major in Mathematics ( Disciplinary Elective ) 2021 Major in Mathematics (Intensive) ( Disciplinary Elective ) 2021 Minor in Mathematics ( Disciplinary Elective ) 2021 Minor in Operations Research & Mathematical Programming ( Disciplinary Elective ) |
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Course to PLO Mapping |
2025 Major in Mathematics < PLO 1,2,3 >
2025 Major in Mathematics (Intensive) < PLO 1,2,3 > 2024 Major in Mathematics < PLO 1,2,3 > 2024 Major in Mathematics (Intensive) < PLO 1,2,3 > 2023 Major in Mathematics < PLO 1,2,3 > 2023 Major in Mathematics (Intensive) < PLO 1,2,3 > 2022 Major in Mathematics < PLO 1,2,3 > 2022 Major in Mathematics (Intensive) < PLO 1,2,3 > 2021 Major in Mathematics < PLO 1,2,3 > 2021 Major in Mathematics (Intensive) < PLO 1,2,3 > |
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Offer in 2025 - 2026 | Y 2nd sem | Examination | May | ||||||||||||
Offer in 2026 - 2027 | N | ||||||||||||||
Course Grade | A+ to F | ||||||||||||||
Grade Descriptors |
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Communication-intensive Course | N | ||||||||||||||
Course Type | Lecture-based course | ||||||||||||||
Course Teaching & Learning Activities |
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Assessment Methods and Weighting |
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Required/recommended reading and online materials |
S. Dreyfus and A. Law: The Art and Theory of Dynamic Programming (Academic Press, 1977) P. Thie: Markov Decision Processes (COMAP, Inc. 1983) S. M. Ross: Introduction to Probability Models (Academic Press, 2007, 9th ed.) |
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Course Website | http://moodle.hku.hk/ | ||||||||||||||
Additional Course Information |
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