| Operations Research
(4th GITI+ADE, year 2022-23) |
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Operational Research Methods and Applications
Operational
Research: scientific approach to the solution
of problems in the management of complex systems.
Operations
Research & Analytics: enable organizations to turn complex challenges into substantial opportunities. They transform data into information, and information into insights for making better decisions and improving results
turn complex challenges into substantial opportunities
by transforming data into information, and information
into insights for making better decisions and improving
results.
L. Escudero y M.A. López SEIO
y la historia de la IO en España Boletín
de Estadística e Investigación Operativa 28 (1): 24-55,
Feb 2012
F. Petropoulos et al. Operational
Research: Methods and Applications March 2023 The current table reflects in a realistic
way the course development during the several sessions.
It allows the student to know in advance what is going
to happen in each session in order to prepare the
subject and to organize its work adequately.
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Date
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Theory
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Readings
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Problems
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Practice
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Sep 6, 22
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Extract
of the syllabus. Additional
bibliography.
Hand out of class notes
and web page for slides.
Survey (motivation, expectations, difficulty, etc.) |
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J.R. Alonso
Una Universidad nueva El País 12/01/2009
FAQs
About O.R. & Analytics
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Sep 6, 22
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LECTURE
NOTES about Optimization mathematical modeling.
INTRODUCTION
TO OPTIMIZATION AND MODELING. OR definition. Historical
introduction.
Optimization definition. Classification of optimization
methods. Model and modeling. Steps in developing a model.
MODELING
WITH LINEAR PROGRAMMING.
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Operations Research Time Line
Energy Systems Modeling (SADSE)
J. Toczek The
PuzzlOR
A. Ramos Some
IIT Operations Research Models for Electricity Markets
XIV Latin Ibero-American Congress on Operations
Research (CLAIO 2008) Cartagena de Indias, Colombia
September 2008 (
Presentation ) Sesión semiplenaria
M. Alvar, A. Arranz, A. Ramos, A. Sánchez, J. Villar
Parking place demand and offer assignment
IIT-09-019A
A. Ramos, M.T. Peña, A. Fernández, P. Cucala
Mathematical programming approach to underground
timetabling problem for maximizing time synchronization
Revista de Dirección, Organización y Administración
de Empresas CEPADE 35: 88-95 Junio 2008
S. Cerisola, A. Baillo, J.M. Fernandez-Lopez, A. Ramos,
R. Gollmer
Stochastic Power Generation Unit Commitment in Electricity
Markets: A Novel Formulation and A Comparison of Solution
Methods Operations Research 57 (1): 32-46 Jan-Feb
2009
S. Lumbreras and A. Ramos Optimal
Design of the Electrical Layout of an Offshore Wind
Farm: a Comprehensive and Efficient Approach Applying
Decomposition Strategies IEEE Transactions
on Power Systems 28 (2): 1434-1441, May 2013 10.1109/TPWRS.2012.22049066
P. Sánchez-Martín, A. Ramos, J.F. Alonso
Probabilistic mid-term transmission planning in a
liberalized market IEEE Transactions on Power
Systems 20 (4): 2135-2142 Nov 2005
ROADEF/EURO
Challenge 2010: A large-scale energy management problem
with varied constraints
J.K. Delson and S.M. Shahidehpour
Linear Programming Applications to Power System Economics,
Planning and Operations IEEE Transactions on
Power Systems (7) 3: 1155-1163 Aug 1992
J. Board, Ch. Sutcliffe and W.T. Ziemba Applying
Operations Research Techniques to Financial Markets
Interfaces Vol 33. No. 2 pp. 12-24 Mar-Apr 2003
C. Barnhart, P. Belobaba, A.R. Odoni
Applications
of Operations Research in the Air Transport Industry
Transportation Science Vol 37. No. 4 pp. 368-391
Nov 2003
H.E. Romeijn et al. A
New Linear Programming Approach to Radiation Therapy
Treatment Planning Problems Operations Research
(54) 2: 201-216 Mar-Apr 2006
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Diet problem. |
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Sep 7, 22
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MODELING
WITH INTEGER LINEAR PROGRAMMING. Transportation
problem. Transhipment problem. Task assignment problem.
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Th.A. Grossman
The Spreadsheet Analytic Value Chain OR/MS
Today Aug 2006 |
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Sep 7, 22
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Knapsack problem. Set
covering problem. Packing problem. Partition problem.
Travelling salesman problem (TSP). |
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TSP
Art |
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Sep 13, 22
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Fixed-cost problem. |
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Sep 13, 22
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Disjunctive constraints.
Satisfy k of N equations. Selection among N values. Logical
propositions. |
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Three
products. Charter flights. |
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Optimization
cases |
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Sep 14, 22
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Bakery |
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| Team formation.
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Sep 14, 22
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Logical propositions. |
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Sep 20, 22
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Selecting a basketball
team. |
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Sep 20, 22
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Job shop. Paper roll cut. |
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| Assignment
of optimization case studies with GAMS.
Practical
case template.
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Sep 21, 22
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| Absolute value. Maximum,
minimum.
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Sep 21, 22
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Car renting. Two pipelines. |
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Sep 27, 22
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MULTICRITERIA DECISION
MAKING.
Multicriteria decision analysis. Pareto efficiency. Weighted-Sum
Method. Compromise Programming. Goal Programming. |
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Sep 27, 22
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Factory
of electronic parts. Staff selection.
Swimming pools. Sequencing tasks. Exams. Data base. |
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Sep 28, 22
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GAMS Development; Optimization:
Energy Systems Modeling (SADSE); OR/MS-today Advertisement,
August 2009
Algebraic
modeling languages.
Transportation problem: mathematical formulation and
coding in GAMS.
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Sep 28, 22
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Execution and analysis of the results.
GOOD
OPTIMIZATION MODELING PRACTICES with GAMS (All You
Wanted to Know About Practical Optimization but Were
Afraid to Ask) September 2024
GOOD
OPTIMIZATION MODELING PRACTICES with Pyomo (All
You Wanted to Know About Practical Optimization but
Were Afraid to Ask) September 2024
Practical session with GAMS. NEOS
Server for Optimization
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Oct 4, 22
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LECTURE
NOTES about Linear Optimization.
LINEAR
PROGRAMMING. Hypothesis. Geometry. Properties.
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Mathematical Programming Glossary
R.E. Bixby A brief history of linear and mixed-integer programming computation
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Oct 4, 22
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Simplex algorithm. Graphical solution. Standard form.
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R. Elwes
The algorithm that runs the world New Scientist
(2877) Aug 2012 |
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Un español resuelve un problema matemático de hace
medio siglo El Mundo 27/05/2010.
Premio
Fulkerson 2015 de la Mathematical Optimization Society
(MOS) y la American Mathematical Society (AMS)
iMetro: Subway best route calculator
Preliminary mathematical formulation of the optimization
case study
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Oct 5, 22
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Algebraic solution. Multiple
optima. Degeneracy. Characterizing the solutions. Obtaining
an initial basic feasible solution: two-phase method. |
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George B. Dantzig , the father of linear
programming
R.W. Cottle
George B. Dantzig: A Legendary Life in Mathematical
Programming Mathematical Programming (105)
1: 1-8 Jan 2006
R.W. Cottle
George B. Dantzig: Operations Research Icon
Operations Research (53) 6: 892-898 Nov-Dec 2005
J.C. Nash
The (Dantzig) Simplex Method for Linear Programming
Computing in Science & Engineering (2) 1: 29-31
Jan-Feb 2000
R.E. Bixby
Solving Real-World Linear Programs: a Decade and
More of Progress Operations Research (50) 1:
3-15 Jan-Feb 2002
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Javascript
SimpleX
PHPSimplex
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Oct 5, 22
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Problem Set LP |
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Oct 11, 22
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Problem Set LP |
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Oct 11, 22
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Problem Set LP |
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Oct 18, 22
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DUALITY. Dual problem.
Fundamental properties of duality. Economical interpretation.
Graphical interpretation of dual variables and of reduced
costs. |
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Oct 18, 22
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Sensitivity analysis.
Changes in constraint bounds. |
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Oct 19, 22
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LECTURE
NOTES about Mixed integer linear programming.
INTEGER
LINEAR PROGRAMMING. Example case.
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R.E. Gomory Early
Integer Programming Operations Research (50)
1: 78-81 Jan-Feb 2002 |
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Oct 19, 22
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Example case. Branch and
bound method.
MIDTERM EXAM |
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Problem Set MIP |
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Oct 25, 22
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Review MIDTERM EXAM |
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Oct 25, 22
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LECTURE
NOTES about Nonlinear optimization.
Modeling
NLP.
NONLINEAR
PROGRAMMING. Introduction. Problems without constraints:
optimality conditions.
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H.W. Kuhn Being
in the Right Place at the Right Time Operations
Research (50) 1: 132-134 Jan-Febr 2002
Entrevista a Mar Hershenson Anales de Mecánica
y Electricidad (LXXXII) II: 3-10 Mar-Abr 2005 |
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Oct 26, 22
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Problems with constraints:
optimality conditions. Necessary and sufficient Karush-Kuhn-Tucker
conditions. |
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Oct 26, 22
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Problem
set NLP
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Nov 2, 22
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Problem set NLP |
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Nov 2, 22
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LECTURE
NOTES about Decision theory.
DECISION
THEORY.
Decision criteria. Example.
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G.M. Fernández and M.C. Escribano La
Teoría de la Decisión: desde sus orígenes hasta comienzos
del siglo XIX Boletín de Estadística e Investigación
Operativa (30) 3: 292-312, Nov 2014.
Leonid
Hurwicz, Eric S. Maskin y Roger B. Myerson 2007 Nobel
Price in Economic Sciences "for having laid the
foundations of mechanism design theory"
A. Mas-Colell
Leo Hurwicz, el pionero El País. 21 Octubre
2007
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Nov 4, 22
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Decision trees. Example.
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Problem
set DT |
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| Hand in of optimization practical cases
with GAMS.
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Nov 4, 22
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Bayesian analysis. Example. |
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Problem set DT |
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Nov 8, 22
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LECTURE
NOTES about Game theory.
GAME
THEORY.
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H. Singh
Introduction to Game Theory and Its Application in
Electric Power Markets IEEE Computer Applications
in Power (12) 4: 18-22 Oct 1999
M. Shubik
Game Theory and Operations Research: Some Musings
50 Years Later Operations Research (50) 1:
192-196 Jan-Feb 2002
P. Horner
Game Theory: A 'Nobel' Pursuit OR/MS Today
(32) 6 Dec 2005
Aumann's Work in Game Theory Leads to von Neumann
Prize OR/MS Today (32) 6 Dec 2005
Robert J. Aumann and Thomas C. Schelling 2005 Nobel
Price in Economic Sciences "for having enhanced
our understanding of conflict and cooperation through
game-theory analysis"
John C. Harsanyi, John F. Nash Jr. and Reinhard Selten
1994 Nobel Price in Economic Sciences "for
their pioneering analysis of equilibria in the theory
of non-cooperative games"
John F. Nash Non-Cooperative
Games PhD Thesis. Princeton University. May
1950
A. Meca Génesis
y Evolución de la Teoría de Juegos. Sus Orígenes en
España Boletín de Estadística e Investigación
Operativa Vol 22 No 1 / Enero 2006
D. Ríos
Varoufakis en los juegos (no) olímpicos
El País 26-jul-2015
Game Theory course from Stanford University at
coursera.org
Game Theory courses in Open Education DataBase
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Nov 8, 22
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Equilibrium on pure and mixed strategies.
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Problem
set GT |
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Nov 10, 22
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Cournot equilibrium. Bertrand
equilibrium. |
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Problem set GT |
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Nov 10, 22
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Problem set GT |
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Nov 15, 22
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Problem set GT |
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Nov 15, 22
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DISCRETE
EVENT SIMULATION MODELING
Components and Processes. Modeling by Simulation. Simulation
languages
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2021
Simulation Software Survey. OR/MS Today
Winter
Simulation Conference 2021
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J. Banks and R.R. Gibson The
ABCs of Simulation Practice Analytics Magazine
16-21 Spring 2009 |
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Nov 16, 22
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Introduction
to ARENA
Arena
Arena
Industry Solutions: Rockwell
Arena simulation 3D - manufacture
Rockwell
Arena simulation 3D - Bike manufacturer
Arena
Simulation of Cobequid Blood Clinic
SimPy. Discrete event simulation for Python
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Nov 16, 22
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MIDTERM EXAM |
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Nov 22, 22
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SIMULATION OUTPUT ANALYSIS
Finite-Horizon Analysis. Infinite-Horizon Analysis. |
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Nov 22, 22
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Simulation case study |
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Nov 29, 22
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Simulation case study |
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Nov 29, 22
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| Problem
set SIM
Quiz
on Simulation
Quiz
on Output Analysis
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Nov 30, 22
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QUEUEING
THEORY
Poisson processes |
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C. Moler
The world's largest matrix computation Matlab
News & Notes Oct 2002 |
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Nov 30, 22
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Birth-Death process |
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Problem
set QT |
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Dec 7, 22
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| TEST: simulation case
study
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Dec 7, 22
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LECTURE
NOTES about Program Evaluation and Review Technique
(PERT).
PROJECT
PLANNING AND CONTROL. Critical path. PERT. Introducing
costs. Ending date under risk or uncertainty |
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| Problems 4, 5 and 6. Problem set Task
sequencing, Training course, Seven activities with acceleration
cost, Activities with random duration, Investment with
randomness)
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OpenProject
ProjectLibre
GanttProject
Microsoft
Project |
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Dec 13, 22
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FINAL EXAM |
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Jun 16, 23
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RESIT EXAM |
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Instituto
de Investigación Tecnológica 
