15.072
Advanced Analytics Edge
Covers key topics in data science (in the context of analytics) ranging from descriptive, inferential statistics, and regressions analysis to modern predictive analytics (interpretable machine learning models, trees, rules, and flexible black-box methods). All methods and tools illustrated through real-world applications. Focuses on topics that are most relevant to the practical analysis of managerial decisions. Uses the R and Julia programming languages. Preference to Sloan Master of Business Analytics students.
Spring 2006 · Queues: Theory and Applications
Topics
- Fundamental Insights: The M/M/s Type Systems
- Little’s Law and Generalizations
- Distributional Laws
- Conservation Laws
- PASTA
- Systems with No Overtaking: Exact Solutions
- Systems with No Overtaking: Asymptotic Solutions
- Priority, Polling Systems
- Multiserver Queues
- Queues in Halfin-Whitt Regime
- Open Jackson Networks
- Closed Jackson Networks
- Multiclass Networks
- Adversarial Queueing Networks I
- Adversarial Queueing Networks II
- Transient Behavior of Queueing Systems
- Fluid Models of Queueing Systems I
- Fluid Models of Queueing Systems II
- Stability of Queueing Networks
- Optimization of Queueing Systems
- Optimization of Multiclass Networks and Fluid Models
- Queues in Heavy Traffic
- Multiclass Networks in Heavy Traffic
- Long Range Dependence
- Large Deviations and Queues
Readings
- Notes by Prof. Dimitris Bertsimas are used in lieu of a textbook.
- Halfin, Shlomo, and Ward Whitt. “Heavy-Traffic Limits for Queues with Many Exponential Servers.” Operations Research 29, no. 3 (1981): 567-588.
- Kleinrock, Leonard. Queueing Systems . New York, NY: John Wiley & Sons, 1975-1976. ISBN: 0471491101.
- Kelly, Frank P. Reversibility and Stochastic Networks . New York, NY: John Wiley & Sons, 1979. ISBN: 0471276014.
- Chen, Hong, and David Yao. Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization . New York, NY: Springer-Verlag, 2001. ISBN: 0387951660.
- LEC #: 1 · TOPICS: Fundamental Insights: The M/M/s Type Systems · READINGS: Chapter 1
- LEC #: 2 · TOPICS: Little’s Law and Generalizations · READINGS: Chapter 2
- LEC #: 3 · TOPICS: Distributional Laws · READINGS: Chapter 2
- LEC #: 4 · TOPICS: Conservation Laws · READINGS: Chapter 2
- LEC #: 5 · TOPICS: PASTA · READINGS: Chapter 2
- LEC #: 6 · TOPICS: Systems with No Overtaking: Exact Solutions · READINGS: Chapter 3
- LEC #: 7 · TOPICS: Systems with No Overtaking: Asymptotic Solutions · READINGS: Chapter 3
- LEC #: 8 · TOPICS: Priority, Polling Systems · READINGS: Chapter 3
- LEC #: 9 · TOPICS: Multiserver Queues · READINGS: Chapter 4
- LEC #: 11 · TOPICS: Open Jackson Networks · READINGS: Chapter 5
- LEC #: 12 · TOPICS: Closed Jackson Networks · READINGS: Chapter 5
- LEC #: 13 · TOPICS: Multiclass Networks · READINGS: Chapter 6
- LEC #: 14 · TOPICS: Adversarial Queueing Networks I · READINGS: Papers
- LEC #: 15 · TOPICS: Adversarial Queueing Networks II · READINGS: Papers
- LEC #: 16 · TOPICS: Transient Behavior of Queueing Systems · READINGS: Chapter 7
- LEC #: 17 · TOPICS: Fluid Models of Queueing Systems I · READINGS: Papers and Notes
- LEC #: 18 · TOPICS: Fluid Models of Queueing Systems II · READINGS: Papers and Notes
- LEC #: 19 · TOPICS: Stability of Queueing Networks · READINGS: Chapter 8
- LEC #: 20 · TOPICS: Optimization of Queueing Systems · READINGS: Chapter 9
- LEC #: 21 · TOPICS: Optimization of Multiclass Networks and Fluid Models · READINGS: Chapter 10
- LEC #: 22 · TOPICS: Queues in Heavy Traffic · READINGS: Chapter 11
- LEC #: 23 · TOPICS: Multiclass Networks in Heavy Traffic · READINGS: Chapter 11
- LEC #: 24 · TOPICS: Long Range Dependence · READINGS: Notes
- LEC #: 25 · TOPICS: Large Deviations and Queues · READINGS: Chapter 13
Prerequisites & course information
Prereq: Permission of instructor G (Fall) 3-0-3 units
Sources
- Course catalogue ↗2026–2027
- MIT OpenCourseWare ↗Spring 2006
- MIT OCW calendar ↗
- MIT OCW readings ↗
- MIT OCW syllabus ↗
- Historical MIT OpenCourseWare offering. Named reading entries and schedule topics are automatically extracted from the linked source pages.