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Ph.D. in Operations Research

Students pursuing the Ph.D. in Operations Research must satisfy the requirements stated below:

CORE (all students):

ISyE 6661 Linear Optimization
ISyE 6662 Discrete Optimization
ISyE 6663 Nonlinear Optimization
ISyE 6761 Stochastics I
ISyE 6762 Stochastics II
ISyE 6831 Advanced Simulation

DEPTH

Students must select at least three courses from one of the focus areas listed below:

Optimization:

ISyE 6664 Stochastic Optimization
ISyE 6679 Computational Methods in OR
ISyE 7872 Convexity
ISyE 7873 Advanced Nonlinear Programming
ISyE 7876 Advanced Combinatorial Optimization
ISyE 7877 Advanced Integer Programming

Stochastics:

ISyE 6664 Stochastic Optimization
ISyE 7xxx Stochastic Process Limits
ISyE 7xxx Stochastic Networks
ISyE 7xxx Rare Event Systems
Math 6241 Probability I
Math 6242 Probability II
Math 7244 Stochastic Processes and Stochastic Calculus

Applications:

ISyE 6229 Productivity Measurement and Analysis
ISyE 6230 Economic Decision Analysis
ISyE 6664 Stochastic Optimization
ISyE/Math 6759 Stochastic Processes in Finance I
ISyE 7201 Production and Service Systems Engineering
ISyE 7203 Logistics Systems Engineering
Math 7244 Stochastic Processes and Stochastic Calculus

BREADTH:

Students must select at least two courses from the list below that matches their respective depth selection choice:

Optimization:

ISyE 6230 Economic Decision Analysis
ISyE 6412 Theoretical Statistics
ISyE 6656 Queueing Theory
ISyE 7201 Production and Service Systems Engineering
ISyE 7203 Logistics Systems Engineering
ISyE 7400 Advanced Design of Experiments
ISyE 7401 Advanced Statistical Modeling
ISyE 7405 Multivariate Data Analysis
ISyE 7xxx Stochastic Process Limits
ISyE 7xxx Stochastic Networks
ISyE 7xxx Rare Event Systems
Math 6014 Graph Theory
Math 6241 Probability I
Math 6242 Probability II
Math 6643 Numerical Linear Algebra
Math 6644 Iterative Methods for Systems of Equations
CS 6650 Design of Algorithms
CS 7520 Approximation Algorithms
CS 7530 Randomized Algorithms

Stochastics:

BIOL 7023 Bioinformatics
ISyE 6412 Theoretical Statistics
ISyE 6645 Monte Carlo Methods
ISyE 6679 Computational Methods in OR
ISyE/Math 6759 Stochastic Processes in Finance I
ISyE 7201 Production and Service Systems Engineering
ISyE 7203 Logistics Systems Engineering
ISyE 7400 Advanced Design of Experiments
ISyE 7401 Advanced Statistical Modeling
ISyE 7405 Multivariate Data Analysis

Applications:

ISyE 6402 Time-Series Analysis
ISyE 6412 Theoretical Statistics
ISyE 6673 Financial Optimization
ISyE 6679 Computational Methods in OR
Math 6014 Graph Theory
Math 6241 Probability I
Math 6242 Probability II
ISyE 6656 Queueing Theory
ISyE 7xxx Stochastic Process Limits
ISyE 7xxx Stochastic Networks
ISyE 7xxx Rare Event Systems
ISyE 7400 Advanced Design of Experiments
ISyE 7401 Advanced Statistical Modeling
ISyE 7405 Multivariate Data Analysis
ISyE 7872 Convexity
ISyE 7873 Advanced Nonlinear Programming
ISyE 7876 Advanced Combinatorial Optimization
ISyE 7877 Advanced Integer Programming
CS 6650 Design of Algorithms
CS 7520 Approximation Algorithms
CS 7530 Randomized Algorithms

The comprehensive examination for the Ph.D. in Operations Research is based on content of the courses in the Program CORE.