Operational Research [ LINMA2491 ]

Prerequisite : notions of optimization, especially linear, and of probabilities.

Operations research proposes conceptual models in order to analyze complex situations and to allow decision-makers to take the most efficient choices. These models, deterministic or random, allow a quantitative analysis of organizational and industrial management problems occurring in a wide variety of situations.

To be able to use operations research tools allowing to model and to solve organizational and industrial management problems.

The course will tackle the following issues : - Deterministic and stochastic dynamic programming - Optimal resources allocation, optimal location - Planning and scheduling - Production and stockpile control, supply chains management, logistics - Reliability, dependability and equipment renewal - Portfolio management models, risk criteria - Introduction to game theory - Simulation techniques It will take particular care of their articulation with the degree courses in applied mathematics and more specifically with the following courses : optimization (INMA1702 and INMA2471), graph theory (INMA1691) and discrete stochastic models (INMA2470).