Operations Research

Courses

OPR 601 Managerial Decision Models and Simulation 3.0 Credits

Introduces students to the basic modeling tools and techniques for making managerial decisions in a complex and dynamic business environment. Topics include linear, discrete, and nonlinear optimization, multicriteria decision making, decision analysis under uncertainty, and simulation.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit

OPR 620 Operations Research I 3.0 Credits

Covers theory and applications of linear programming, including the simplex method, sensitivity analysis and duality, formulation and solution of transportation and network optimization problems. Extensions include game theory, quadratic programming, financial optimization, and emerging solution techniques such as interior-point methods.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit

OPR 622 Operations Research II 3.0 Credits

This course covers modeling and solving optimization problems under uncertainty. Topics will include stochastic processes, queueing systems and dynamic programming.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit

OPR 624 Advanced Mathematical Program 3.0 Credits

This course covers algorithms and software development for nonlinear programming, integer programming, and global optimization. Special emphasis is placed on solution methods for constrained and unconstrained nonlinear optimization, a survey of methods for integer linear and nonlinear optimization, and search techniques for global optimization.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit

OPR 626 System Simulation 3.0 Credits

This course focuses on the application of simulation in analyzing complex systems. The corresponding theory is also covered.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit
Prerequisites: STAT 601 [Min Grade: C] or STAT 610 [Min Grade: C]

OPR 640 Decision Models for the Public Sector 3.0 Credits

This course will cover the basics of analytical modeling, optimization, and simulation as tools for decision-making in the public sector. The students will analyze cases illustrating the powerful impact of using these tools in cities across the country. Of particular focus will be the implementability of these tools and their recommendations in the real-world. Moreover, a city, especially one as big as Philadelphia, is a complex and dynamic environment, so we will investigate how to address some of the resulting challenges in our analyses. Specifically, we will address scenarios involving the improvement of existing operations, optimal resource allocation and distribution, and measuring and improving the quality and efficiency of service delivery.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit
Prerequisites: OPR 601 [Min Grade: C-]

OPR 660 OR Models in Finance 3.0 Credits

This course focuses on quantitative methods for financial planning such as optimal investment strategy, currency conversion, portfolio optimization, etc. Topics include fundamental concepts in (quantitative) finance, convexity theory, general theory of linear programming (duality, Farkas’ Theorem on linear inequalities, von Neumann’s Theorem on two-­person zero-­sum game), basics of probability and stochastic optimization models in finance. Furthermore, some recent advances in the theory of risk measurement, such as VaR (Value-at-­Risk), CVaR (Conditional Value-at-­Risk), and their multivariate counterpart; MVaR and MCVaR, etc., are also covered.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit

OPR 922 Operations Research Methods I 3.0 Credits

Covers theory and applications of linear programming, including the simplex method, sensitivity analysis and duality, formulation and solution of transportation, and network optimization problems. Extensions include integer programming, quadratic programming, and emerging solution techniques such as interior-point methods.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit

OPR 924 Operations Research Methods II 3.0 Credits

This course covers modeling and solving optimization problems under uncertainty. Topics will include stochastic optimization, queueing systems, and dynamic programming.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit

OPR 926 Operations Research Models in Finance I 3.0 Credits

This course will present a survey of modeling and optimization techniques arising in quantitative finance.

College/Department: LeBow College of Business
Repeat Status: Can be repeated 2 times for 6 credits
Prerequisites: STAT 920 [Min Grade: C] and OPR 922 [Min Grade: C]

OPR 991 Simulation Theory and Applications 3.0 Credits

This course focuses on the application of simulation in analyzing complex systems. The corresponding theory is also covered.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit
Prerequisites: STAT 601 [Min Grade: C] or STAT 610 [Min Grade: C]

OPR 992 Applied Math Programming 3.0 Credits

This course covers algorithms and software development for nonlinear programming, integer programming, and global optimization. Special emphasis is placed on solution methods for constrained and unconstrained nonlinear optimization, a survey of methods for integer linear and nonlinear optimization, and search techniques for global optimization.

College/Department: LeBow College of Business
Repeat Status: Not repeatable for credit

OPR 998 Dissertation Research in Operations Research 1.0-12.0 Credit

Dissertation Research.

College/Department: LeBow College of Business
Repeat Status: Can be repeated 12 times for 24 credits

OPR I599 Independent Study in OPR 12.0 Credits

Self-directed within the area of study requiring intermittent consultation with a designated instructor.

College/Department: LeBow College of Business
Repeat Status: Can be repeated multiple times for credit

OPR I699 Independent Study in OPR 0.5-4.0 Credits

Self-directed within the area of study requiring intermittent consultation with a designated instructor.

College/Department: LeBow College of Business
Repeat Status: Can be repeated multiple times for credit

OPR I799 Independent Study in OPR 12.0 Credits

Self-directed within the area of study requiring intermittent consultation with a designated instructor.

College/Department: LeBow College of Business
Repeat Status: Can be repeated multiple times for credit

OPR I899 Independent Study in OPR 12.0 Credits

Self-directed within the area of study requiring intermittent consultation with a designated instructor.

College/Department: LeBow College of Business
Repeat Status: Can be repeated multiple times for credit

OPR I999 Independent Study in OPR 3.0 Credits

Self-directed within the area of study requiring intermittent consultation with a designated instructor.

College/Department: LeBow College of Business
Repeat Status: Can be repeated 3 times for 9 credits

OPR T580 Special Topics in OPR 12.0 Credits

Topics decided upon by faculty will vary within the area of study.

College/Department: LeBow College of Business
Repeat Status: Can be repeated multiple times for credit

OPR T680 Special Topics in OPR 0.5-12.0 Credits

Topics decided upon by faculty will vary within the area of study.

College/Department: LeBow College of Business
Repeat Status: Can be repeated multiple times for credit

OPR T780 Special Topics in OPR 12.0 Credits

Topics decided upon by faculty will vary within the area of study.

College/Department: LeBow College of Business
Repeat Status: Can be repeated multiple times for credit

OPR T880 Special Topics in OPR 12.0 Credits

Topics decided upon by faculty will vary within the area of study.

College/Department: LeBow College of Business
Repeat Status: Can be repeated multiple times for credit

OPR T980 Special Topics in OPR 0.5-9.0 Credits

Topics decided upon by faculty will vary within the area of study.

College/Department: LeBow College of Business
Repeat Status: Can be repeated multiple times for credit

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