CoursesThe School requires each student to take 20 graduate-level courses.
Required CoursesFirst Year
- Foundations of Optimization
- Foundations of Stochastic Modeling
- Optimization I/Linear Programming (IEOR)
- Stochastic Modeling I (IEOR)
- Stochastic Modeling II (IEOR)
By the End of the Third Year
- A graduate level course in game theory (e.g. “Micro II” offered by the Department of Economics or an equivalent course).
- A graduate level course on statistical inference theory (either “Statistical Inference Theory I” offered by the Department of Statistics or “Econometrics I” offered by the Finance and Economics Division).
- A graduate level course on advanced deterministic optimization (e.g., “Optimization II/Network Flows”, or “Integer Programming”, or “Combinatorial Optimization” offered by the IEOR Department).
- A graduate level course in dynamic programming.
Highly Recommended Courses
- A graduate level course in microeconomic theory (e.g., “Micro I” offered by the Department of Economics)
- “Probability I” course offered by the Statistics Department.
- Revenue Management
- Logistics and Distribution
- Inventory Management
- Supply Chain Management
- Competition and Coordination in Supply Chains
- Â Monte Carlo Methods
- Computing for Business Research
- Game-Theoretical Models in Operations
- Marketing Models
- Experimental Design and Analysis
- Finance Theory
- Computational Finance
- Stochastic Differential Equations