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mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman","serif";} table.a {mso-style-name:"\ÔÉ \Ô"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-unhide:no; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman","serif";} </style> <![endif]--> <meta name=Title content="MS&amp;E 121 - Index"> <!--[if gte mso 9]><xml> <o:shapedefaults v:ext="edit" spidmax="1026"/> </xml><![endif]--><!--[if gte mso 9]><xml> <o:shapelayout v:ext="edit"> <o:idmap v:ext="edit" data="1"/> </o:shapelayout></xml><![endif]--> </head> <body bgcolor=white lang=EN-US link="#990000" vlink="#777777" style='tab-interval: .5in' alink="#FF9900"> <div class=WordSection1> <div align=center> <table class=a border=1 cellspacing=3 cellpadding=0 width=667 style='width: 500.0pt;mso-cellspacing:2.0pt;background:#990000;mso-yfti-tbllook:1184; mso-padding-alt:2.0pt 2.0pt 2.0pt 2.0pt'> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes;mso-yfti-lastrow:yes'> <td style='padding:2.0pt 2.0pt 2.0pt 2.0pt'> <h1><span style='font-size:18.0pt;mso-fareast-font-family:"Times New Roman"'>MS&amp;E 121<o:p></o:p></span></h1> </td> <td style='padding:2.0pt 2.0pt 2.0pt 2.0pt'> <p class=MsoNormal align=center style='margin:0in;margin-bottom:.0001pt; text-align:center'><span style='font-size:18.0pt;font-family:"Verdana","sans-serif"; color:white'>Introduction to Stochastic Modeling</span><span style='font-size:18.0pt'><o:p></o:p></span></p> </td> </tr> </table> </div> <p class=MsoNormal align=center style='margin:0in;margin-bottom:.0001pt; text-align:center'><span style='font-size:7.5pt;font-family:"Verdana","sans-serif"'><br clear=all> </span><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>| <a href="index.html">General Info</a> | <a href="contact.html">Contact Info</a> | <a href="outline.html">Course Outline</a> | <a href="handouts.html">Handouts</a> | <a href="assignments.html">Assignments</a> | <a href="http://www.stanford.edu/class/msande121/matlab.html">MATLAB</a> | <a href="links.html">Links</a> |<o:p></o:p></span></p> <div class=MsoNormal align=center style='margin:0in;margin-bottom:.0001pt; text-align:center'><span style='font-size:7.5pt;font-family:"Verdana","sans-serif"'> <hr size=2 width="100%" align=center> </span></div> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-size:7.5pt;font-family:"Verdana","sans-serif"'><br> </span><b style='mso-bidi-font-weight:normal'><span style='font-size:14.0pt; font-family:"Verdana","sans-serif"'><bf>General Information</bf><o:p></o:p></span></b></p> <p><a name="Course_Description"><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Course Objective<o:p></o:p></span></b></a></p> <p class=MsoNormal><span style='mso-bookmark:Course_Description'><span style='font-family:"Verdana","sans-serif"'>This is a fast-paced course that is intended to help students develop an understanding of the basic principles underlying stochastic modeling. Students should leave the course with the ability to formulate and analyze stochastic models, and interpret the results of their analysis. <o:p></o:p></span></span></p> <p class=MsoNormal><span style='mso-bookmark:Course_Description'><span style='font-family:"Verdana","sans-serif"'>After taking this course, you should have:<o:p></o:p></span></span></p> <ul style='margin-top:0in' type=disc> <li class=MsoNormal style='margin-top:0in;margin-bottom:0in;margin-bottom: .0001pt;mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='mso-bookmark:Course_Description'><span style='font-family:"Verdana","sans-serif"'>a basic understanding of Markov chain modeling, including the ability to formulate such models, compute various performance measures either analytically or numerically, and interpret the solutions.<o:p></o:p></span></span></li> <li class=MsoNormal style='margin-top:0in;margin-bottom:0in;margin-bottom: .0001pt;mso-list:l1 level1 lfo3;tab-stops:list .5in'><span style='mso-bookmark:Course_Description'><span class=GramE><span style='font-family:"Verdana","sans-serif"'>understand</span></span></span><span style='mso-bookmark:Course_Description'><span style='font-family:"Verdana","sans-serif"'> the role of statistics, linear algebra, numerical optimization, and simulation in building stochastic models.<o:p></o:p></span></span></li> </ul> <p><span style='mso-bookmark:Course_Description'><b style='mso-bidi-font-weight: normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Course Description</span></b></span><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'> </span></b><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>(Stanford Bulletin)<o:p></o:p></span></p> <p class=MsoNormal><span class=GramE><span style='font-family:"Verdana","sans-serif"'>Stochastic processes and models in operations research.</span></span><span style='font-family:"Verdana","sans-serif"'> <span class=GramE>Discrete and continuous time parameter Markov chains.</span> <span class=GramE>Queuing theory, inventory theory, simulation.</span> Prerequisite: MS&amp;E 120 or Statistics 116.<o:p></o:p></span></p> <p class=MsoNormal><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Course Topics<o:p></o:p></span></b></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>Course Overview&nbsp;and Review of Probability<br> Fitting Models&nbsp;from Data<br> Markov Chains:&nbsp;Definition and Examples<br> Markov Chains:&nbsp;First Step Analysis<br> Equilibrium&nbsp;Behavior and Examples<br> Dynamic&nbsp;Programming<br> Simulation<br> Markov Jump&nbsp;Processes: Introduction<br> <span class=GramE>The</span> Rate Matrix<br> First Step&nbsp;Analysis and Equilibrium Structure<br> <span class=SpellE>Markovian</span>&nbsp;<span class=SpellE>Queueing</span> Models<br> Non-<span class=SpellE>Markovian</span>&nbsp;<span class=SpellE>Queueing</span> Problems<br> Network Models<br> Inventory Models<br> Finance&nbsp;Applications<br> Time Series&nbsp;Models<o:p></o:p></span></p> <p class=MsoNormal><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Prerequisites</span></b><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'><o:p></o:p></span></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>Students should have a working knowledge of calculus at the level of Math 51, including <span class=GramE>some multiple variable integration,</span> and are expected to have had previous exposure to basic probability (at the level of either MS&amp;E 120 or Stat 116). Exposure to linear algebra is also important.<o:p></o:p></span></p> <p><a name="Instructor_TAs_Staff"><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Instructor, TAs and Staff</span></b></a><span style='mso-bookmark:Instructor_TAs_Staff'></span><span style='font-size:7.5pt;font-family:"Verdana","sans-serif"'><br> <br> </span><span class=GramE><span style='font-family:"Verdana","sans-serif"'>Please</span></span><span style='font-family:"Verdana","sans-serif"'> see <a href="contact.html">Contact Info</a>.<o:p></o:p></span></p> <p><a name=Lectures><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Lectures, Problem Sessions and Office hours</span></b></a><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'><o:p></o:p></span></b></p> <p><b><span style='font-family:"Verdana","sans-serif"'>Lectures:</span></b><b style='mso-bidi-font-weight:normal'><span style='font-family:"Verdana","sans-serif"'> <o:p></o:p></span></b></p> <table class=a border=0 cellspacing=0 cellpadding=0 width=566 style='width: 424.5pt;margin-left:63.15pt;border-collapse:collapse;mso-yfti-tbllook:1184; mso-padding-alt:0in 5.4pt 0in 5.4pt' id=table2> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes'> <td width=103 valign=top style='width:77.2pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Tuesday<o:p></o:p></span></p> </td> <td width=179 valign=top style='width:134.15pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><st1:time Minute="0" Hour="11" w:st="on"><span style='font-family:"Verdana","sans-serif"; mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman"'>11 AM - 12:15 PM</span></st1:time><span style='font-family:"Verdana","sans-serif"; mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td width=284 valign=top style='width:213.15pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Location: <span class=style11>380-380C</span><o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:1;mso-yfti-lastrow:yes'> <td width=103 valign=top style='width:77.2pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Thursday<o:p></o:p></span></p> </td> <td width=179 valign=top style='width:134.15pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><st1:time Minute="0" Hour="11" w:st="on"><span style='font-family:"Verdana","sans-serif"; mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman"'>11 AM - 12:15 PM</span></st1:time><span style='font-family:"Verdana","sans-serif"; mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td width=284 valign=top style='width:213.15pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Location: 380-380C<o:p></o:p></span></p> </td> </tr> </table> <p><span style='font-family:"Verdana","sans-serif"'>There is no formal requirement to attend the lectures. However, attendance will give you the opportunity to hear the instructor s perspective on the material. In addition, students are responsible for everything that is covered in class.<b><o:p></o:p></b></span></p> <p><b><span style='font-family:"Verdana","sans-serif"'>Problem Sessions: <o:p></o:p></span></b></p> <table class=a border=0 cellspacing=0 cellpadding=0 width=488 style='width: 366.0pt;margin-left:63.15pt;border-collapse:collapse;mso-yfti-tbllook:1184; mso-padding-alt:0in 5.4pt 0in 5.4pt' id=table6> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes;mso-yfti-lastrow:yes'> <td width=104 valign=top style='width:78.2pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Thursday<o:p></o:p></span></p> </td> <td width=178 valign=top style='width:133.15pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>7 PM  8 PM<o:p></o:p></span></p> </td> <td width=206 valign=top style='width:154.65pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Location: <span class=style61><span style='mso-ansi-font-size:10.0pt;mso-bidi-font-size:10.0pt'>380-380D </span></span><o:p></o:p></span></p> </td> </tr> </table> <p class=MsoNormal><b><span style='font-family:"Verdana","sans-serif"'>Office Hours: <o:p></o:p></span></b></p> <p><span style='font-family:"Verdana","sans-serif"'>Professor Glynn: <o:p></o:p></span></p> <table class=a border=0 cellspacing=0 cellpadding=0 width=488 style='width: 366.0pt;margin-left:63.15pt;border-collapse:collapse;mso-yfti-tbllook:1184; mso-padding-alt:0in 5.4pt 0in 5.4pt' id=table5> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes'> <td width=104 valign=top style='width:78.2pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Thursday<o:p></o:p></span></p> </td> <td width=176 valign=top style='width:132.25pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>12:15 PM  12:45 PM<o:p></o:p></span></p> </td> <td width=207 valign=top style='width:155.55pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span class=style61><span style='mso-ansi-font-size:10.0pt;mso-bidi-font-size:10.0pt; mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman"'>380-380C</span></span><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'> <o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:1;mso-yfti-lastrow:yes'> <td width=104 valign=top style='width:78.2pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Monday<o:p></o:p></span></p> </td> <td width=176 valign=top style='width:132.25pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>2 PM  3 PM<o:p></o:p></span></p> </td> <td width=207 valign=top style='width:155.55pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span class=style61><span style='mso-ansi-font-size:10.0pt;mso-bidi-font-size:10.0pt; mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman"'>Huang 218</span></span><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family: "Times New Roman";mso-bidi-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> </tr> </table> <p><span class=SpellE><span style='font-family:"Verdana","sans-serif"'>Abhay</span></span><span style='font-family:"Verdana","sans-serif"'> Subramanian: <o:p></o:p></span></p> <table class=a border=0 cellspacing=0 cellpadding=0 width=488 style='width: 366.0pt;margin-left:63.15pt;border-collapse:collapse;mso-yfti-tbllook:1184; mso-padding-alt:0in 5.4pt 0in 5.4pt' id=table5> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes'> <td width=104 valign=top style='width:78.2pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Monday<o:p></o:p></span></p> </td> <td width=178 valign=top style='width:133.15pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Noon  2 PM<o:p></o:p></span></p> </td> <td width=206 valign=top style='width:154.65pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Huang 4<o:p></o:p></span></p> </td> </tr> <tr style='mso-yfti-irow:1;mso-yfti-lastrow:yes'> <td width=104 valign=top style='width:78.2pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Friday<o:p></o:p></span></p> </td> <td width=178 valign=top style='width:133.15pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>10 AM  Noon<o:p></o:p></span></p> </td> <td width=206 valign=top style='width:154.65pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Huang 4<o:p></o:p></span></p> </td> </tr> </table> <p class=section11><span class=style31>Mohammad <span class=SpellE>Mousavi</span></span><span style='font-family:"Verdana","sans-serif"'>:<o:p></o:p></span></p> <table class=a border=0 cellspacing=0 cellpadding=0 width=488 style='width: 366.0pt;margin-left:63.15pt;border-collapse:collapse;mso-yfti-tbllook:1184; mso-padding-alt:0in 5.4pt 0in 5.4pt' id=table7> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes;mso-yfti-lastrow:yes'> <td width=104 valign=top style='width:78.2pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span class=style61><span style='mso-ansi-font-size:10.0pt;mso-bidi-font-size:10.0pt; mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman"'>Monday</span></span><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td width=178 valign=top style='width:133.15pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>7 PM  9 PM<o:p></o:p></span></p> </td> <td width=206 valign=top style='width:154.65pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Huang 4<o:p></o:p></span></p> </td> </tr> </table> <p class=style8><span class=SpellE><span style='font-size:10.0pt'>Apaar</span></span><span style='font-size:10.0pt'> <span class=SpellE>Sadhwani</span><o:p></o:p></span></p> <table class=a border=0 cellspacing=0 cellpadding=0 width=488 style='width: 366.0pt;margin-left:63.15pt;border-collapse:collapse;mso-yfti-tbllook:1184; mso-padding-alt:0in 5.4pt 0in 5.4pt' id=table7> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes;mso-yfti-lastrow:yes'> <td width=104 valign=top style='width:78.2pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span class=style61><span style='mso-ansi-font-size:10.0pt;mso-bidi-font-size:10.0pt; mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman"'>Sunday </span></span><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family: "Times New Roman";mso-bidi-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td width=178 valign=top style='width:133.15pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span class=style61><span style='mso-ansi-font-size:10.0pt;mso-bidi-font-size:10.0pt; mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman"'>5 PM  7 PM</span></span><span style='font-family:"Verdana","sans-serif"; mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman"'><o:p></o:p></span></p> </td> <td width=206 valign=top style='width:154.65pt;padding:0in 5.4pt 0in 5.4pt'> <p class=MsoNormal style='margin:0in;margin-bottom:.0001pt'><span style='font-family:"Verdana","sans-serif";mso-fareast-font-family:"Times New Roman"; mso-bidi-font-family:"Times New Roman"'>Huang 4<o:p></o:p></span></p> </td> </tr> </table> <p class=MsoNormal><a name="Required_Text"><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Required Text</span></b></a><span style='mso-bookmark:Required_Text'></span><span style='font-size:12.0pt; font-family:"Verdana","sans-serif"'><br> </span><span style='font-size:7.5pt;font-family:"Verdana","sans-serif"'><br> </span><span style='font-family:"Verdana","sans-serif"'>The required textbook for the course is Sheldon M. Ross, <b style='mso-bidi-font-weight:normal'>Introduction to Probability Models</b>, Academic Press, 2010 (10<sup>th</sup> Edition).<o:p></o:p></span></p> <p class=MsoNormal><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Hardware/Software Requirements<o:p></o:p></span></b></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>Every student is expected to have access to <span class=SpellE>Matlab</span> (This access can be through clusters on campus or by acquiring a student version of the software. Please see <a href="http://www.stanford.edu/class/msande121/matlab.html">http://www.stanford.edu/class/msande121/matlab.html</a>). This software is widely used, both at Stanford, and by many industrial users of stochastic modeling techniques. <o:p></o:p></span></p> <p><a name=Homework></a><span class=SpellE><span style='mso-bookmark:Homework'><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family: "Verdana","sans-serif"'>Homework</span></b></span><b style='mso-bidi-font-weight: normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>s</span></b></span><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family: "Verdana","sans-serif"'><o:p></o:p></span></b></p> <p><span style='font-family:"Verdana","sans-serif"'>Solving problems is the best way to learn this material and prepare for the examination and take home assignments. The assignments will be due on:<b style='mso-bidi-font-weight: normal'><o:p></o:p></b></span></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>Tuesday, April 5<o:p></o:p></span></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>Tuesday, April 12<o:p></o:p></span></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>Tuesday, April 19<o:p></o:p></span></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>Tuesday, May 3<o:p></o:p></span></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>Tuesday, May 10<o:p></o:p></span></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>Tuesday, May 24<o:p></o:p></span></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>The assignment grade will be based on your best five assignments (so your lowest assignment grade will be dropped). Come see us, early and often, if you have questions. It is important to keep up and we cannot help you unless you help yourself first. We would prefer you stay current and not fall behind. <b style='mso-bidi-font-weight:normal'>Therefore, we will penalize late homework  <span class=SpellE>homeworks</span> submitted <span class=SpellE>upto</span> 2 days late will get 20% less credit per day of lateness, and no <span class=SpellE>homeworks</span> will be accepted more than 2 days late (i.e. after 5pm on Thursdays).</b><o:p></o:p></span></p> <p><span style='font-family:"Verdana","sans-serif"'>You are welcome to work with others to master the principles and approaches used to solve homework problems. However, the work that you turn in should be your own. In the spirit of academic integrity and the Honor Code, you must acknowledge all of the people and materials you have consulted, including course staff and handouts, in<a name=Exams> preparing your solution sets. <o:p></o:p></a></span></p> <p><span style='mso-bookmark:Exams'><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Exam</span></b></span><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family: "Verdana","sans-serif"'>inations<o:p></o:p></span></b></p> <p class=MsoNormal><a name=Grading><span style='font-family:"Verdana","sans-serif"'>There will be two take home midterm examinations, to be sent via email on Friday evening and due the following Tuesday at the start of class. The first midterm will be available on Friday, April 22 and due on Tuesday, April 26, while the second will be available on Friday, May 13 and due on Tuesday, May 17. <o:p></o:p></span></a></p> <p class=MsoNormal><span style='mso-bookmark:Grading'><span style='font-family: "Verdana","sans-serif"'>There will be a final examination from 3:30 PM to 6:30 PM on Tuesday, June 7th in Hewlett 200. The exam will be open-book and open-notes. Students can request to take an alternate exam to be given Wednesday, June 8<sup>th</sup> from 8:30 to 11:30am in 380-380W. <o:p></o:p></span></span></p> <p><span style='mso-bookmark:Grading'><b style='mso-bidi-font-weight:normal'><span style='font-family:"Verdana","sans-serif"'>Please note: All students are responsible for ensuring that they can attend either the regular or alternate final exam and complete the take home midterm exams.<o:p></o:p></span></b></span></p> <p><span style='mso-bookmark:Grading'><span style='font-family:"Verdana","sans-serif"; color:#C00000'>Here are some key things that you should know about the final exam.<br> <br> 1. The exam is open book/open notes. However, it can be inefficient to have to page through a lot of material in real-time. A good practice is to write out a few pages of the key ideas/results in the course, so that they are at your fingertips during the exam. Preparing these notes will also be a good way for you to review the course material.<br> <br> 2. No calculators/computers are permitted during the exam. We will try to make sure you have no lengthy/laborious calculations that you need to implement. In particular, there will be no MATLAB questions on the final exam.<br> <br> 3. The format of the exam will follow the format of the posted practice exams.<br> <br> 4. The exam will cover all the course material (with the exception of the content covered on May 31), but with more emphasis on more recent material. Note that the material we have covered is hierarchical, so that the Markov jump process material builds on knowing discrete-time Markov chains, which builds on basic probability. You can find a list of the topics covered on the Course Outline page.<o:p></o:p></span></span></p> <p class=MsoNormal><span style='mso-bookmark:Grading'><b style='mso-bidi-font-weight: normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Honor Code</span></b></span><span style='mso-bookmark:Grading'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'><o:p></o:p></span></span></p> <p class=MsoNormal><span style='mso-bookmark:Grading'><span style='font-family: "Verdana","sans-serif"'>The Honor Code places the responsibility for ensuring honest behavior on the students rather than the course staff, and violations should not be tolerated. The midterm and final examinations are strictly individual work and you are not permitted to consult on them with others. You can consult with others on the homework assignments but you must acknowledge their assistance. <o:p></o:p></span></span></p> <p class=MsoNormal><span style='mso-bookmark:Grading'><span style='font-family: "Verdana","sans-serif"'>Please contact the teaching staff if you have any questions about the Honor Code or the requirements for any assignment. <o:p></o:p></span></span></p> <p><span style='mso-bookmark:Grading'><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family:"Verdana","sans-serif"'>Grading</span></b></span><b style='mso-bidi-font-weight:normal'><span style='font-size:12.0pt;font-family: "Verdana","sans-serif"'> <o:p></o:p></span></b></p> <p class=MsoNormal><span style='font-family:"Verdana","sans-serif"'>The course grade will be based on six homework assignments, two take home midterm examinations, and a final examination, with the following weights and with borderline decisions affected by class participation: <o:p></o:p></span></p> <p class=MsoListParagraphCxSpFirst style='text-indent:-.25in;mso-list:l0 level1 lfo5'><![if !supportLists]><span style='font-family:Symbol;mso-fareast-font-family:Symbol;mso-bidi-font-family: Symbol'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-family:"Verdana","sans-serif"'>20% : Homework <o:p></o:p></span></p> <p class=MsoListParagraphCxSpMiddle style='text-indent:-.25in;mso-list:l0 level1 lfo5'><![if !supportLists]><span style='font-family:Symbol;mso-fareast-font-family:Symbol;mso-bidi-font-family: Symbol'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-family:"Verdana","sans-serif"'>40% : Two Take Home Midterm Examinations <o:p></o:p></span></p> <p class=MsoListParagraphCxSpLast style='text-indent:-.25in;mso-list:l0 level1 lfo5'><![if !supportLists]><span style='font-family:Symbol;mso-fareast-font-family:Symbol;mso-bidi-font-family: Symbol'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span style='font-family:"Verdana","sans-serif"'>40% : Final Examination<o:p></o:p></span></p> <div class=MsoNormal align=center style='margin:0in;margin-bottom:.0001pt; text-align:center'><span style='font-size:7.5pt;font-family:"Verdana","sans-serif"'> <hr size=2 width="100%" align=center> </span></div> <p class=MsoNormal align=center style='margin:0in;margin-bottom:.0001pt; text-align:center'><span style='font-size:7.5pt;font-family:"Verdana","sans-serif"'>| <a href="http://www.stanford.edu/dept/MSandE/">Management Science &amp; Engineering <span class=SpellE>Dept</span></a> | <a href="http://www.stanford.edu/">Stanford University</a> |<i><o:p></o:p></i></span></p> </div> </body> </html>