Deterministic Decision Models

ISDS 560–Spring 2018

Schedule # 12437

Tuesday,Thursday5:30 – 6:45 p.m., SGMH 2101

Dr. Z. Goldstein

Instructor’s office: SGMH 4198.

Phones: (714) 278 – 2284 (my office)

(714) 278 – 2221 (Department of ISDS)

Email address:

Web site:

Office hours:Tuesday, Thursday5:00 – 5:30 p.m.

Text:

  1. Instructor’s notes.

Software: Excel Solver, and specialized Excel templates

Exams – general information:

  • Three closed-book non-cumulative exams. Each exam covers one third ofthe course. There is no final.
  • A blue book is required,
  • No restrictions on notes.
  • Exams are computational and require written detailed solutions. Always show all your work.
  • Excel will be used to assist in computational effort and run optimization procedures.
  • Exams are graded on a partial credit basis.

Exam dates

Exam 1 – Th., Feb. 22nd; class time; Location – classroom
Exam 2 – Th., Apr 5th; class time; Location – classroom
Exam 3 – Date of final exam (see the catalog); Location - classroom

Course Grade:The grade is determined based on the average exam score.

Grade chart

A: 90 – 100D: 50 – 59

B: 75 – 89F: Below 50
C: 60 – 74

Homework assignments:

  • Homework assignments will be assigned after each meeting, and discussed at the beginning of the next meeting.
  • Assignments are not graded, but should be considered essential for a full grasp of the subject matter, which will (hopefully) result in the successful completion of the course.

Academic Dishonesty - University Policy: Academic Dishonesty, when detected, will result in a lower letter grade for the work at hand, and may result in an "F" for the course, plus additional university level disciplinary action. Please refer to the current university catalog for official university policy on this subject.


Tentative course outline

  1. Linear regression - Extensions
  2. Advanced topic
  3. The partial F-test
  4. Categorical variables
  5. Nonlinear regression models (Interaction, quadratic)
  6. Transformations
  7. Diagnostics
  8. Normality of the error term
  9. Hetero-scedasticity of the error term
  10. Multi-co-linearity
  11. Influential data points
  12. Chi-square test for the proportions
  13. Forecasting of time series - Extensions
  14. Trended or not? Auto-correlated or not?
  15. Forecasting trend:
  16. Review of linearregression and the Holt’s model
  17. Nonlinear trend models (exponential growth, updating scheme for quadratic time series, etc.)
  18. Auto-regressive models
  19. Seasonal models
  20. The multiple regression with dummy variables
  21. The Moving Average Filtering approach
  22. The Holt – Winters model
  23. Linear Programming
  24. Special linear programming models
  25. Simplex search - optional
  26. Sensitivity analysis –and parametric analysis - review and extensions
  27. Linear Integer Programming – applications
  28. Unconstrained and constrained nonlinear programming - applications
  29. Multi-objective optimization
  30. Pareto optimality and efficient frontier
  31. Multi-objective models
  32. Goal programming
  1. Decision Theory
  2. Basic concepts (Payoff table, Decision Tree)
  3. Decision making and the concept of Utility
  4. Basic concepts in Game Theory (optional)
  5. Discrete dynamic programming
  6. Multi-stage decision making and the principle of optimality
  7. Examples (Inventory, Investment, Resource allocation)

Classroom Emergency Preparedness Guide

InformationprovidedbytheUniversityPoliceEmergencyManagementCoordinator

Emergency Preparedness for: ISDS 560-01

On thefirst day of every semester:

•Know the emergencyexitsand evacuationareas foreveryclassroom.

•Devise"buddysystems" sothateveryoneisaccounted for inanevacuation.

•Evaluatethechallengesthat youmightface during an evacuationandspeakwithyour instructor.

•AddtheCSUFEmergencyInformationnumber –877-278-1712–toyour cellphoneto hear recordedinformationregardingcampusconditionsor closure.

•Personal Preparation website

EmergencyCommunication

Campusemergencycommunicationisdone viaa voicemessage,textand/or anemail. Gotoyour Portaltoreview your contactinformation.A guide to update your personal information

Evacuations– Drillsorreal

•Youmaynot know ifthisisadrill or not, sotake everycall toevacuateseriously.

•Takeyour personalbelongingsandimmediatelyleavethebuilding.

•Know wherethe evacuation areaisfor everybuilding.A map of all campus evacuation areas

•Re-enterbuildingsonlywhendirectedbyBuildingMarshals or other campusauthority.

•Leavethecampusonlyifinstructed.

For this class, the closest 2 exitsare: note closest exits

Wewill meet at: note class meeting place

Earthquake

As soonas you feel shaking, DROP, COVER and HOLD ON: Immediately seek shelter (under a deskor table) cover yourheadandhold on.Evacuateif directed,or you feel it is safetodoso.

Fire

•Whenyouseesmoke or fire,immediatelyevacuate thebuilding.

•If notalreadyactivated,pullthefire alarm switchtoalertothers of thesituation.

•Useafire extinguisheronlyif youknowhow touseitandthefireissmall.

Shelter inPlaceorDangerousSituation

•If directed,oryoufeel itisbest todoso, seekshelter inaroom with alock.

•Turnoffthelightsandsilenceallcellphones.

•Hideasbestas possible until the allclear signal hasbeengiven by authorities.

•If possible,moveawayfrom the dangeroussituation asfast asyoucan.

•If you cannotsafelyhide orescape,bepreparedto take action to protectyourself.

•See some helpful videos on sheltering in place

Whenyou need helpImmediately or to report a dangerous situation, CALL 911.

University Policenon-emergency line: (657) 278-2515

Formoreinformation

Ask yourinstructor,orgotoCampus Preparedness website