OR 442/MATH 442

Stochastic Operations Research

Spring 2021

Important Announcements & Deadlines


Honor Code


Student members of the George Mason University community pledge not to cheat, plagiarize, steal, or lie in matters related to academic work.

Instructor: Chun-Hung Chen
Email: cchen9@gmu.edu
Office: Engineering Building, Room 2213
Phone: 703-993-3572
Fax: 703-993-1521
Office Hours: Friday 11:30AM - 12:30PM, or by appointment

Teaching Assistant: Mr. Seyedomid (Omid) Hashemiamiri
Email: ohashem@masonlive.gmu.edu
If you have question or need help on your HW, please email TA. If it is too difficult to answer your questions via email, he will set up an online meeting to discuss.

Course Description:

A survey of probabilistic methods for solving decision problems under uncertainty. Probability review, decision theory, queuing theory, inventory models, reliability, decision theory, and simulation are covered. Emphasis is on modeling and problem solving.

Prerequisites: STAT 346, or MATH 351, or equivalent.

Grading: Homework 10%; Term Project 10%, Two exams 80% (higher one 45%, lower one 35%).

Required Text: W. L. Winston, "Operations Research: Applications and Algorithms" 4rd edition, 2004. Two copies of the text books have been placed on reserve at the Johnson Center Library. It may be borrowed for 2 hours at a time. To borrow the book, you will need the call number: T57.6.W645 2004.

There will be two take-home exams. The exam runs from 10:30am of the day to 11:50pm of the next day. Make up exam questions will be MUCH HARDER than regular exam questions.

Term Project:
Further details will be given during the semester.

Class Format:
The class will be all online, but will be run in a hybrid format: synchronous and asynchronous. We will have a one-hour on-line lecture each week (10:30-11:30am, Friday, via Blackboard Collaborate Ultra). Before the lecture, students are required to watch some lecture recordings from previous year. During the online lecture, we will quickly review those materials in the recordings students have watched, and preview the new materials in the recordings student will watch in the coming week. It is important that student watch the required recordings before lecture. Specific details will be given at each lecture.

Recordings of New Lectures:
All of our new lectures have been recorded. If you miss a class, you should go to watch those recordings to catch up the teaching materials and the announcements made in classes.

To access the new recordings, after you log into your blackboard and get into our class, please choose "tool" and click "Blackboard Collaborate Ultra". After you enter Collaborate, click the menu on the upper left corner of the Collaborate window and then choose "Recordings".

Blackboard (via myMason):

1.      You can download ppt files and written notes of lectures at "Course Content" section.

2.      Homework assignments and term project are available at "Assignment" section.

3.      Solutions to homework will be posted at "Assignment" section after submission deadline.

4.      Sample exam questions and their solutions can be downloaded at "Assignment" section.

General Rules:

  1. Late homework is always allowed. No need to get advanced permission. However, the penalty for late homework is 25% for the first day and then 5% per day. No exemption.
  2. No collaborations are allowed for homework, although discussions are encouraged.
  3. Comments are strongly encouraged.
  4. No cheating.

Course Outline & Reading Assignment:



Time (week)

Reading Assignment






Probability review


Chapter 12


Inventory Models


Chapters 15 & 16


Markov chains


Chapter 17


Queueing theory


Chapter 20




Chapter 24




Skim Chapters 21, 22, 23


Tentative Schedule and Required Watching of Recordings (from 2nd class):




First class & introduction


Probability 1 and Probability 2


Probability 3 and Inventory 1


Inventory 2 and Inventory 3


Inventory 4 and Inventory 5


Inventory 6 and Markov Chains 1


Do Sample Exam 1


Exam 1


Markov Chains 2 and Markov Chains 3


Queueing Theory 1 and Queueing Theory 2


Forecasting & Simulation


Do Sample Exam 2 and Term Project


Exam 2


Review of Exam 2 and Term Project

 *** The recordings are located at BB: Course Content -> "Recordings from Previous Years"

About the topic of simulation in this course:

This is a survey course. Each topic is covered up to the level that students learn how to apply the fundamental theories, except simulation. It is safe to say that simulation is one of the most useful tools for decision making under uncertainty. However, only demonstration and very basic ideas of simulation will be given in this course, because of the limit of time. For details about the simulation courses offered by the department, please visit

    1. SYS 335/ OR 335 Discrete Systems Simulation Modeling
    2. OR 635 Discrete System Simulation

Go to Professor Chun-Hung Chen's Page

Important Statements from University

Academic Integrity

GMU is an Honor Code university; please see the Office for Academic Integrity for a full description of the code and the honor committee process. The principle of academic integrity is taken very seriously and violations are treated gravely. What does academic integrity mean in this course? Essentially this: when you are responsible for a task, you will perform that task. When you rely on someone else's work in an aspect of the performance of that task, you will give full credit in the proper, accepted form. Another aspect of academic integrity is the free play of ideas. Vigorous discussion and debate are encouraged in this course, with the firm expectation that all aspects of the class will be conducted with civility and respect for differing ideas, perspectives, and traditions. When in doubt (of any kind) please ask for guidance and clarification.


Disabilities Statement

If you have a documented learning disability or other condition that may affect academic performance you should: 1) make sure this documentation is on file with Office of Disability Services (SUB I, Rm. 4205; 993-2474;http://ods.gmu.edu) to determine the accommodations you need; and 2) talk with me to discuss your accommodation needs.


Mason Diversity Statement

George Mason University promotes a living and learning environment for outstanding growth and productivity among its students, faculty and staff. Through its curriculum, programs, policies, procedures, services and resources, Mason strives to maintain a quality environment for work, study and personal growth.

An emphasis upon diversity and inclusion throughout the campus community is essential to achieve these goals. Diversity is broadly defined to include such characteristics as, but not limited to, race, ethnicity, gender, religion, age, disability, and sexual orientation. Diversity also entails different viewpoints, philosophies, and perspectives. Attention to these aspects of diversity will help promote a culture of inclusion and belonging, and an environment where diverse opinions, backgrounds and practices have the opportunity to be voiced, heard and respected.

The reflection of Mason's commitment to diversity and inclusion goes beyond policies and procedures to focus on behavior at the individual, group and organizational level. The implementation of this commitment to diversity and inclusion is found in all settings, including individual work units and groups, student organizations and groups, and classroom settings; it is also found with the delivery of services and activities, including, but not limited to, curriculum, teaching, events, advising, research, service, and community outreach.

Acknowledging that the attainment of diversity and inclusion are dynamic and continuous processes, and that the larger societal setting has an evolving socio-cultural understanding of diversity and inclusion, Mason seeks to continuously improve its environment. To this end, the University promotes continuous monitoring and self-assessment regarding diversity. The aim is to incorporate diversity and inclusion within the philosophies and actions of the individual, group and organization, and to make improvements as needed.


Student Support Resources on Campus

Resources that you may find helpful may be found at: