2009-2010 Bulletin – PDF - SEAS Bulletin - Columbia University

INDUSTRIAL ENGINEERING: THIRD AND FOURTH YEARS
159
SEMESTER V SEMESTER VI SEMESTER VII SEMESTER VIII
MATH E1210 (3) IEOR E3402 (4) IEOR E4201 (3) IEOR E4202 (3)
Ordinary diff. equations Production planning Eng. of management, I Eng. of management, II
REQUIRED
COURSES 1
IEOR E3608 (4) IEOR E4404 (4) IEOR E4003 (3) IEOR E4405 (3)
Mathematical prog. Simulation Industrial econ. Prod. scheduling
IEOR E3106 (3) IEOR E4207 (3) IEOR E4412 (3)
Stochastic models Human factors Quality control &
management
COMS W4111 (3)
Database sys.
TECHNICAL
ELECTIVES
Choose one (3 pts.): Please consult the list on the departmental Web site: www.ieor.columbia.edu
NONTECH
ELECTIVES
Complete 27-point requirement. See page 11 or www.engineering.columbia.edu for details
1 Taking required courses later than the prescribed semester is not permitted.
IEOR E4412y Quality control and management
Lect: 3. 3 pts. Professor Latzko.
Prerequisite: SIEO W3600 or W4150. Statistical
methods for quality control and improvement:
graphical methods, introduction to experimental
design and reliability engineering, and the relationships
between quality and productivity. Contemporary
methods for product and process design,
production, and delivery of products and services.
IEOR E4416y Capacity planning: models,
algorithms and applications
Lect: 3. 3 pts. Professor Luss.
Prerequisite: IEOR E3608 or E4004. Capacity
planning problems are of significant importance in
capital-intensive service and manufacturing industries,
including telecommunications networks, power
generation and transport, transportation networks,
and heavy process industries. We will explore a
large variety of capacity planning models with
emphasis on timing, sizing, location, and capacity
type decisions. The course will emphasize modeling
approaches, key issues, and algorithms.
IEOR E4418y Logistics and transportation
management
Lect: 3. 3 pts. Professor Kachani.
Prerequisite: IEOR E3608 or E4004, or the
instructor’s permission. Introduces quantitative
techniques and state-of-the-art practice of operations
research relevant to the design and both the
tactical and strategic management of logistical
and transportation systems. Discusses a wide
variety of passenger and freight systems, including
air, urban and highway traffic, rail, and maritime
systems. Explores the practice of revenue
management and dynamic pricing. Through case
studies, analyzes successes and failures in thirdparty
logistics, postal, truck and rail pickup and
delivery systems. Investigates large-scale integrated
logistics and transportation systems and
studies the underlying principles governing transportation
planning, investment and operations.
IEOR E4500y Applications programming for FE
Lect: 2.5. 3 pts. Professor Bienstock.
Prerequisites: Programming in Java, C, or C++
and the instructor’s approval. In this course we will
take a hands-on approach to developing computer
applications for OR and FE. Beginning with basic
programs, we will work our way to full-blown systems
with graphical interfaces that exercise important
uses of operations research and financial
engineering. Examples: simulation of stock price
evolution, tracking and evaluation of a stock portfolio,
simulation of a transportation system, optimization
of an inventory system. In the course of developing
these applications, we will review topics of interest
to OR/FE in a holistic fashion.
IEOR E4550x Entrepreneurial business
creation for engineers
Lect: 3. 3 pts. Professor Robbins.
Prerequisites: ECON W1105 and ECON W2261.
Introduces the basic concepts and methodologies
that are used by the nonengineering part of the
world in creating, funding, investing in, relating to,
and operating entrepreneurial ventures. The first
half of the course focuses on the underpinning
principles and skills required in recognizing, analyzing,
evaluating, and nurturing a business idea.
The second half focuses on basic legal knowledge
necessary in creating a business entity,
defending your business assets, and promoting
effective interaction with other individuals and
organizations.
IEOR E4600y Applied integer programming
Lect: 3. 3 pts. Professor Bienstock.
Prerequisites: IEOR E3608 and E4004, linear
algebra (MATH V2010 or APMA E3101), and a
working knowledge of computer programming.
Applications of mathematical programming techniques,
especially integer programming, with
emphasis on software implementation. Typical
applications: capacity expansion, network design,
and scheduling.
IEOR E4601y Dynamic pricing and revenue
management
Lect: 2.5. 3 pts. Professor Gallego.
Prerequisite: SIEO W4150 and IEOR E4004.
Focus on capacity allocation, dynamic pricing and
revenue management. Perishable and/or limited
product and pricing implications. Applications to
various industries, including service, airlines,
hotel, resource rentals, etc.
IEOR E4602y Quantitative risk management
Lect: 2.5. 3 pts. Professor Blanchet.
Prerequisite: SIEO W4150 and IEOR E4106. Risk
management models and tools; measure risk
using statistical and stochastic methods, hedging,
and diversification. Examples include insurance
risk, financial risk, and operational risk. Topics
covered include VaR, estimating rare events,
extreme value analysis, time series estimation of
extremal events, axioms of risk measures, hedging
using financial options, credit risk modeling,
and various insurance risk models.
SEAS 2009–2010