IE 598

Spring 2010 All Classes

All Classes

Credit: 1 TO 4 hours.

Subject offerings of new and developing areas of knowledge in industrial engineering intended to augment the existing curriculum. See Class Schedule or departmental course information for topics and prerequisites.

May be repeated in the same or separate terms if topics vary.

Section Status updates every 10 minutes.
IE 598 class schedule data for spring 2010
CRN Type Section Time Day Location Instructor Section Details
53155
Lecture-Discussion
NK
2:00PM -3:40PM
TR
204 Transportation Building
Kiyavash, N
Part of Term:
1
Date Range:
01/19/10-05/05/10
Credit:
4 hours
Section Info:
Information Theory for Operations Research. This course provides an introduction to information-theoretic approaches to addressing problems in operations research, with a focus on universal schemes for decision (or prediction), gambling, and portfolio selection. Application of such approaches are in aggregation of expert opinions where the expert opinions concern the prediction of the outcome of an uncertain event, universal schemes for sequential investment in stock market, etc. Apart from students in IESE, this course would be of interest to students from math, ECE, computer science, economics, and finance. No prior background in information theory is necessary. Prerequisites: One of MATH 464, MATH 564, ECE 534 or consent of instructor.
52238
Lecture-Discussion
NS
2:00PM -5:20PM
T
252 Mechanical Engineering Bldg
Pang, J
Nedich, A
Part of Term:
1
Date Range:
01/19/10-05/05/10
Credit:
4 hours
Section Info:
Topic: Game Theory Models, Appl & Algrthm This course provides an introduction to game-theoretic models, with a focus on the theory and algorithms for the solution of equilibrium problems over continuous strategy sets. Specifically, we will develop convergence theory for centralized and distributed approaches for the solution of a variety of game-theoretic problems. Course topics will include fixed-point theorems, Nash equilibrium problems, generalized Nash equilibrium problems and Stackelberg equilibrium problems. We will draw on applications from communication networks, electricity markets, supply-chain networks and traffic equilibrium problems. Students will be expected to implement some of the algorithms on Matlab. Prerequisites: Basic background in Linear Algebra and Multivariate Calculus, or instructor's permission.
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