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Lecture Notes

The key for lecturers is as follows:

ALL: All instructors.
AIB: Professor Arnold Barnett, Sloan School of Management
ARO: Professor Amedeo Odoni, Department of Aeronautics and Astronautics
RCL: Professor Richard Larson, Department of Civil and Environmental Engineering

Lec # lectures Lecturers

1

Introduction, Overview

ALL

2

Pedestrian Crossing Problem 1

AIB

3

Pedestrian Crossing Problem 2

AIB

4

Functions of Random Variables 1

AIB

5

Functions of Random Variables 2

Wall of Shame: Barrier Example (PDF) 

Crofton's Methods (PDF)

AIB

6

Geometrical Probability I

Geometrical Probability in the Sky (PDF)

AIB

7

Geometrical Probability II

AIB

8

Some Transportation Models

Second Nearest Neighbor: Spatial Poisson Example (PDF)

AIB

9

Introduction to Queues; Little's Law

Queueing Systems 1 (PDF)

ARO

10

Markov Birth-and-Death Queues

Queueing Systems 2 (PDF)

ARO

11

More General Markov Queues

Queueing Systems 3 (PDF)

ARO

12

The M/G/1 Queue and Extensions

Queueing Systems 4 (PDF)

The M/G/1 Queueing System (PDF)

Preemptive Priority Queues (PDF)

ARO

13

Quiz 1

  

14

Congestion Pricing (PDF)

Queueing Systems 5 (PDF)

Queueing Systems 6 (PDF)

ARO

15

Queueing Networks; Dynamic Queues

ARO

16

Hypercube Queueing Model I

Spatial Queues I (PDF - 1.4 MB)

RCL

17

Hypercube Queueing Model II

Spatial Queues II (PDF)

RCL

18

The Queue Inference Engine

RCL

19

Introduction to Networks

Networks 1 (PDF)

ARO

20

Node and Edge Covering

Networks 2 (PDF)

ARO

21

Location Problems

Important Heuristics for TSP (PDF)

ARO

22

Probabilistic Routing and Location

TSP Problem 6.7 (PDF)

ARO

23

Simulating Randomness

AIB

24

Implementation

RCL

25

Quiz 2

  

26

Final Roundup

ALL