October 30, 2008: The last lecture (Friday 31 October) will be used for revision. All students are expected to attend this lecture.
October 30, 2008: Answers to exam papers 2004-2006 are available online.
October 27, 2008: Exam papers 2003-2006 are available online. Answers to 2004-2006 exam papers will be published soon.
October 27, 2008: Updated version of Lecture 35 is published. LP formulation for minimization type infinite horizon Markov processes is added to the new version.
October 8, 2008: Slides for Lectures 28-35 are available.
September 17, 2008: Suplementaty Example sheet 8 is available now.
September 17, 2008: A supplementary example on Pareto LP is available now.
September 17, 2008: A supplementary example on N-person games is available online. (Click "Download Slides and Supplementary Materials" above.)
September 17, 2008: Some transparency slides used in lectures are available online. (Click "Download Slides and Supplementary Materials" above.)
September 11, 2008: Supplementary Example sheets 4-7 are all available. (Click "Download Slides and Supplementary Materials" above.)
August 25, 2008: The example on Nash's solution used in Monday's lecture was published. Click the last item under the heading "Other Materials". Since it was based on transparency slides, I wrote the solution in an informal way. Please do not follow this style in your assignment or examination. See "Supplementary Example (III)" for a better way to write solutions to this type of questions.
August 25, 2008: Slides for Lectures 16-27 are available.
August 8, 2008: Slides for Lectures 1-15 are available.
August 8, 2008: Misha Marchev has kindly agreed to be the SSLC representative for this course.
July 24, 2008: This course will start on Monday 28 July 2008.
Introduction
In this course you will meet some very interesting ideas in game theory, multicriteria decision making
and Markovian decision processes, including some work of Nobel Prize winners.
Classes
620-262 is a one-semester subject and runs
in semester two only.
The subject consists of three one-hour lectures
(commencing on Monday 28 July 2008) and one one-hour tutorial per week (commencing
in the second week of the semester). See details below.
Prerequisite A pass in 620-261, Introduction to Operations
Research, or its equivalent is an ESSENTIAL prerequisite for 620-262.
Lecture
Notes
Printed Lecture Notes can be purchased
from the University Bookroom.
Any lecture material not appearing in the printed
Lecture Notes will be available via this web site --
click here.
Other references are given in lectures and the
printed Lecture Notes.
Assignments
These will be specified in lectures and available
here. Hand them in to appropriate assignment boxes. You need
to hand in one Plagiarism Declaration Form with your signature for the whole semester.
The form can be downloaded
here.
Generic Skills
In addition to the technical skills described elsewhere in the material on
this subject, this subject provides an opportunity to develop the following generic skills.
Problem-solving skills: (mainly through tutorial exercises) to identify
relevant strategies for unfamiliar problems.
Modelling skills: to develop the ability to use the theoretical classification
of decision-type situations in practical situations.
Team work skills: through tutorials and other interactions with fellow students,
you will develop the ability to work in a team. The department distinguishes between
ethical collaboration, which is strongly encouraged, and plagiarism, which is prohibited.
Time management skills: meeting the regular deadlines for submission of
assignments while managing requirements of other subjects.
Dr Mark Fackrell
Room G47, Richard Berry Building
Tel: 8344 5546, E-mail: M.Fackrell@ms.unimelb.edu.au
Dr Sanming Zhou
Room 146, Richard Berry Building
Tel: 8344 3453, E-mail: smzhou@ms.unimelb.edu.au
Time and Venue
In each teaching week of
the second semester there are three one-hour lectures:
Monday 2.15-3.15pm (Lowe Theatre, Redmond Barry Building) Thursday 3.15
-4.15pm (Theatre 2, Old Geology) Friday 3.15-4.15pm (Theatre 1, Old Geology)
Also each student should attend one
one-hour tutorial class per week commencing in the second week. You should have been allocated to one
of the following four tutorial times.
Monday 3.15-4.15pm (Room G, Richard Berry Bld)
Wednesday 2.15-3.15pm (Room G, Richard Berry Bld)
Friday 1.00-2.00pm (Room G, Richard Berry Bld)
Friday 2.15-3.15pm (Room G, Richard Berry Bld)
12.00-2.00 pm, Monday, Room 146
1.00-2.00 pm, Thursday, Room 146
or by appointment
SSLC Representative
Misha Marchev
E-mail: misha1987@hotmail.com
It will be greatly appreciated
if you could communicate to us your comments on these pages as well as
any other aspect of the subject. Needless to say, constructive critical
suggestions are particularly welcome. You can communicate these either
by talking directly to me or e-mailing me: smzhou@ms.unimelb.edu.au. Alternatively,
you may wish to submit your suggestions via the SSLC Representative.
Useful Links
Links to solvers
LINDO - download free trial versions of
LINDO solver for linear and integer programming or LINGO for nonlinear
programming.
AMPL - follow "Try
AMPL" links or go direct to AMPL start-up
page . If you want to enter your problem on-line instead of uploading a
file you have already prepared, just hit the "Submit" button half-way
down this page.
tutOR - follow
links to Simplex solvers, or go direct to the Simplex
Place and select "Simplex Engine" in the left-hand frame.
OPL is another
ILOG produce, like AMPL plus but with a Constraint Programming solver included.
Have a look at some ideas on team management and team roles at the Belbin site.
A great web site, with interactive case studies in linear programming,
quadratic programming, stochastic programming and integer programming is the NEOS Guide: Case Studies
site. (Note you may find the material here on the Quadratic Assignment
Problem relevant to your project!) The parent site Optimization Technology Center also has
lots of interesting stuff, with background notes and references on many areas
of operations research (see, in particular, the "Optimization Tree"
link).
ASOR has a monthly
seminar series, with slides and summaries of past lectures available at this
website. Students are WELCOME to attend seminars, and also to join ASOR.
Price-Waterhouse-Coopers Decision
Advisory Centre is using Operations Research to help companies in various
ways. There is an on-line case study for a production-distribution "value
chain", or "supply chain".
Opcom Pty Ltd is a fantastic
Australian company exporting operations research consulting, algorithms and
software to the world. Based in Brisbane and employing about 50 people, the
company specializes in logistics and transportation applications.
