Investigación Operacional Estocastica II

25841-01

L C 11-1 AM Salón 406-203

  

   

Profesor :

Germán Hernández

Contenido del programa
  

  • Objetivo

  • Metodología

  • Contenido del Curso

  • Forma de Evaluación

  • Trabajos y Exposiciones

  • Bibliografía

 

 
 

Objetivo
  El objetivo del curso es dar al estudiante una visión de: 
  • teoría de la desición,
  • teoría de inventarios, 
  • análsis probabilistico de algoritmos y 
  • algoritmos probabilisticos

Metodología
 
  • Clase magistral por parte del profesor.
  • Exposiciones por parte de los estudiantes. 
  • Proyecto 
  • Evaluaciones escritas periódicas. 

Contenido
 
Unidad  Contenido
I

1

 TEORIA DE LA DECISION

Elementos básicos, criterios de desición, perdida de oportunidad, arboles

de desición 
2 Desiciones con informacion experimental, funciones de desición y riesgo, teoría de la utilidad. 
3  PROCESOS DE DESICION DE MARKOV.
4  TEORIA DE JUEGOS
5  ANALISIS PROBABILISTICO DE ALGORITMOS 
6 ALGORITMOS PROBABILISTICOS

Evaluación
  
Tipo de Evaluación Porcentaje
Parcial 1 20%
Parcial 2 20%
Exposición 30%
Proyecto Final 30%

Lista de exposiciones
1. Benefits of Learning in Negotiation, D. Zeng and K. Sycara, http://www.cs.cmu.edu/~softagents/papers, 2000. Presenta: O. Joven y H. Orozco Sep 6.
2. Bayesian Learning in Negotiation . K. Sycara, and D. Zeng, In Working Notes of the AAAI Spring Symposium on Adaptation, Co-evolution and Learning in Multiagent Systems, Standford, CA, 1996. Presenta: C.M. Rodriguez Sep 6.
3. Introduccion D. Aldous and J.M. Steele in Probability and Algorithms National Academy Press, 1992. Presnta: R.Bonivento. Sep 11.
4. Simulated Annealing, D. Bertsimas and J. Tsitsiklis in Probability and Algorithms National Academy Press, 1992.Presenta F. Gomez y H. Vargas Sep 11
5. On the Confusion in Some Popular Probability Problems. N.C. Oza 1993. MIT Course in Discrete Mathematics. http://www.cs.berkeley.edu/~oza/papers/probability.ps. Presenta: J.C. Montoya Sep 18
6. Acting Under Uncertainty: Discrete Bayesian Models for Mobile-Robot Navigation. L. Pack K., A.R. Cassandra, and J.A. Kurien, ``,'' in Proceedings of IEEE/RSJ International Conference on Intelligent Robots and Systems, 1996. http://www.cs.brown.edu/people/lpk/#publications Presenta J. Lozano y F. Padilla Sep 18
7. How to dynamically merge markov decision processes. S. Singh and D. Cohn. . In Advances in Neural Information Processing Systems 11, Cambridge, MA, 1997. http://www.cs.cmu.edu/~cohn/merging.ps.gz Presenta: G. Celis y A Vargas Oct 9. 
8. Introduction to Markov Desicion Networks..J. Donkers, J. Uiterwickj y J Van den Herik.W. Forero. Oct 9.
8. SPUDD: Stochastic Planning using Decision Diagrams. J. Hoey , R.St. Aubin, A. Hu and C. Boutilier http://www.cs.toronto.edu/~cebly/papers.html Presenta R. Letrado Oct 18.
9. Investigating Probabilistic Opponent-Model Search..J. Donkers, J. Uiterwickj y J Van den Herik in the Proceeding of the Fifth Joint Conference on Information Systems (JCIS) - 3rd Internatiobnal Workshop on Intelligent Control and Systems - Invited Sesion on Heuristic Serach and Computer Game Playing. Atlantic City New Jersey, March 2000 www.cs.unimaas.nl/people/donkers.htm Presenta: W. Molina L.C. Arango Oct 18.
10. Approximated Counting Via Markov Chains, D. Aldous in Probability and Algorithms National Academy Press, 1992. Presenta: M. Rodriguez y F. Rojas. Oct 23
11. Probabilistic Algorithms for Speedup, J. Feigenbaum and J.C. Lagarias in Probability and Algorithms National Academy Press, 1992. Presenta M.A. Alba y I. Barrero. Oct 23
12. Probabilistic Algorithms for Defeating Adversaries, J. Feigenbaum and J.C. Lagarias in Probability and Algorithms National Academy Press, 1992. Presenta: D. Blanco y L. Ochoa Oct 25.
13. Pseudorandom Numbers, J.C. Lagarias in Probability and Algorithms National Academy Press, 1992. Presenta: J. Vargas y L. Coca. Oct 25.
14. Probabilistic Analysis of Packing and realted partitioning Problems, E.G. Coffman Jr, D.S. Johnson, P.W. Shor and G.S. Lueker in Probability and Algorithms National Academy Press, 1992. Presenta: L.F. Gomez y J. Romero Oct 30 paking.doc paking.ppt
15. Probability Problems in Euclidean Combinatorial Optimization, J.M. Steele in Probability and Algorithms National Academy Press, 1992. Presenta R. Cifuentes y J. Alvarado Oct 30.
16. Randomly Wired Multistage Networks, B.M. Maggs in Probability and Algorithms National Academy Press, 1992. Presenta: A. Diaz y R. Cipagauta Nov 8
17. Probabilistic Analysis in Linear Programming, R. Shamir in Probability and Algorithms National Academy Press, 1992. Presenta: R.E. Plata y A. Luna Nov 1.
18. Decision Theoretic Troubleshooting: A Framework for Repair and Experiment J.S. Breese and D. Heckerman. Microsoft Research Report MSR-TR-96-06 http://www.research.microsoft.com/adapt/ and Bayesian Networks Tutorial http://www.eng2.uconn.edu/cse/IDIS/BayesianNetworks/tutorial.html M. Poveda Nov 15..
19. Randomization in Parallel Algorithms, V. Ramachandran in Probability and Algorithms National Academy Press, 1992.Presenta: M. Cordero N. Lozano Visualization of 3 Randomized Distributed Algorithm, Minas Lamprou, University of Birmingham, England http://www.cs.bham.ac.uk/teaching/examples/simjava/.Nov 15
20. Skip Lists Chap 8 Sect 3. Rajeev Motwani and Prabhakar Raghavan in Randomized Algorithms Cambridge University Press 1997. Presenta: J. Fraile Nov 20.
21. Introduction Chap 1.Rajeev Motwani and Prabhakar Raghavan in Randomized Algorithms Cambridge University Press 1997. Presenta: I. Cepeda H. Rosales. Nov 20.
22..  Game-Theoretic Techniques Chap 2.Rajeev Motwani and Prabhakar Raghavan in Randomized Algorithms Cambridge University Press 1997. Presenta:J. Espitia. Nov 22.
23. Ocnupancy Problems, The Markov and Chebyshev Inequailities, Randomized Selection and Two Point Salection Chap 3 Sec 1-4. Rajeev Motwani and Prabhakar Raghavan in Randomized Algorithms Cambridge University Press 1997. Presenta: H. Romero y S. Feo Nov 22.
24. The Chernoff Bound, Routing in a Parallel Computer and the Wiring Problem, Chap 4 Sec 4.1-4.3.Rajeev Motwani and Prabhakar Raghavan in Randomized Algorithms Cambridge University Press 1997. Presenta: H. Malaver Nov 27.
25.  The stable marriage problem and the Cupon Collector's problem Chap 3 Sec 1-4. Rajeev Motwani and Prabhakar Raghavan in Randomized Algorithms Cambridge University Press 1997. G. Herrera Nov 27.

Bibliografía Básica
  Teoría de la Decisión. Luis G. Moreno; Publicaciones Dpto de Mat. y Est. Universidad Nacional-Bogotá; 1995.
  Investigación de Operaciones. Wyne Wilson; Grupo Editorial Iberoamericana; 1994.
  Teoría de la Decisión (Notas de clase). Adolfo Ocampo; Dpto de Ing. Sistemas. Universidad Nacional-Bogotá; 1998.
  Probability and Algorithms National Academy Press, 1992. http://books.nap.edu/books/0309047765/html/index.html
  Randomized Algorithms. Rajeev Motwani and Prabhakar Raghavan . Cambridge University Press 1997. http://www.cup.org/Reviews&blurbs/RanAlg/RanAlg.html
  Microsoft Research Decision Theory & Adaptive Systems Group http://www.research.microsoft.com/dtas/ this group change its name to Microsoft Research Adaptive Systems and Interaction Group http://www.research.microsoft.com/adapt/
   

   

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Universidad Nacional de Colombia 
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