Doctor of Philosophy in Operations Research - Applied Probability and Simulation
關於課程
Approximations of queuing networks.
Rare events (e.g., large deviations, extreme values, and tail asymptotics) in queuing systems, Gaussian processes, and heavy-tailed environments.
Duality, mixing times, and phase transitions in (controlled or noncontrolled) Markov processes.
Design and analysis of algorithms and related combinatorics.
Inventory theory.
On the simulation side, one finds projects that seek to improve the efficiency and validity of complicated simulations. Examples of such efforts include:
Optimization of simulation models (e.g., via adaptive random search, ranking and selection, or multinomial selection).
Simulation of stochastic processes with strong dependencies.
Sequential procedures for estimating quantiles.
Variance reduction methods to estimate option prices.
Sampling from model manifolds.
- 實習機會
開始日期及學費
如何申請
Entry requirements for 喬治亞理工學院
A prior Master's degree is not a requirement for admission into our Ph.D. programs, and students can earn an M.S. degree typically within the first two years of Ph.D. study. Transcripts of prior academic work are required, as is evidence of an earned Bachelor's degree. Applicant transcripts should demonstrate strong academic preparation and capability, especially in advanced mathematics and computing coursework. Those with less preparation in mathematics and engineering are expected to use coursework at Georgia Tech to quickly establish proficiency. Graduate Record Examination (GRE): Scores from the general test are required, and strong performance on the quantitative section is expected. Scores from the Mathematics Subject Test are not required, but can help a student demonstrate proficiency in advanced mathematics. The required minimum total score on the exams are: The internet-based TOEFL exam = 90, with minimum section scores of 19 or higher on each skill area, The paper-based TOEFL exam = 577, IELTS exam - Overall score minimum of 7, with minimum section scores for reading 6.5, listening 6.5, speaking 6.5 and writing 5.5.
English language requirements
托福(TOEFL iBT)總分: 90.0
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