Simon Business School

Course Offerings

The Course Catalog contains degree requirements and course descriptions. Please refer the Simon Registrar's website for the current Course Catalog.

PHD OPERATIONS MANAGEMENT COURSES

MSM 504.  THEORY OF PROBABILITY AND STOCHASTIC PROCESSES I

The course provides an introduction to stochastic processes. Topics include the Poisson process, renewal theory, Markov chains, semi-Markov and Markov renewal processes, and regenerative processes.

 

MSM 505.  THEORY OF PROBABILITY AND STOCHASTIC PROCESSES II

This course will study advanced topics in stochastic processes, with emphasis on problem modeling and computation. The following topics will be covered: models using discrete time Markov chains, optimal stopping and discrete time Markov chains, models using continuous time Markov chains, Markov decision processes for discrete time Markov chains, and if time permits, diffusion processes/martingales.

 

MSM 511. ADVANCED TOPICS IN CIS AND OM

This course introduces students to research areas in Computers and Information Systems (CIS) and Operations Management (OM). Multiple lectures will be dedicated to each topic, covering the necessary mathematical background, primary analysis techniques, and important, seminal, or recent papers within each area. The course aims to attain the following objectives: learn about what constitutes research in CIS and OM, develop critical thinking about academic papers, familiarize students with new research areas, provide opportunity to think about new research problems, and practice constructing and delivering academic talks.

 

MSM 522. OPTIMIZATION

This course introduces unconstrained and constrained optimization in finite dimensional spaces. Topics include convex sets and functions, Kuhn-Tucker theory, Lagrangian duality, parametric continuity, dynamic programming, and parametric monotonicity.

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