Operations
Research:	Probabilistic	Models	(APMA	1200)	
	Spring	semester,	2021		
Instructor:	                                          Office:	
Anastasios	Matzavinos	                                Room	325,	182	George	Street	
Class	meeting	times:	                                 Instructor’s	office	hours	via	Zoom:	
Tu	&	Th	9:00	am	–	10:20	am			                         Tu	&	Th	11:00	am	–	noon		
(Zoom	link	available	on	Canvas)	                      (or	by	appointment)	
Teaching	assistants:	                                 Office	hours	of	the	TAs:	
Mona	Khoshnevis	(GTA)	                                Sun		4:00	pm	–	6:00	pm	
Hanye	Zhu	(GTA)	                                      Tue		4:15	pm	–	6:15	pm	
Elena	Abati	(UTA)	                                    Mon	4:00	pm	–	6:00	pm	
William	Zhang	(UTA)	                                  Sat				6:00	pm	–	8:00	pm	
Class	web	page:	                                      	
https://canvas.brown.edu/courses/1084350			
Announcements	and	other	information	about	the	class	will	be	posted	regularly	on	the	class	
web	page.		
Course	description:		
APMA	1200	serves	as	an	introduction	to	stochastic	processes	and	stochastic	optimization.	
Topics	covered	include	Markov	chains,	Poisson	processes,	renewal	processes,	martingales,	
queueing	theory,	Markov	decision	processes,	dynamic	programming,	and	Brownian	motion.	
Prerequisites:	APMA	1650,	1655	or	MATH	1610,	or	written	permission.	
Required	text:	
The	following	textbook	is	required	reading	for	APMA	1200.	
•   Markov	Chains	by	James	R.	Norris.	Cambridge	University	Press,	1998.	
Grading	policy:		
The	final	grade	will	be	based	on	homework	assignments,	a	take-home	midterm	exam	(see	
below	for	dates)	and	a	final	exam:	
Homework	assignments	          30%	
Midterm	exam	                  30%	
Final	exam	                    40%	
Homework	 assignments:	 Homework	 problems	 will	 be	 handed	 out	 on	 a	 regular	 basis.	
Discussion	 of	 homework	 assignments	 with	 other	 students	 is	 encouraged,	 but	 what	 is	
handed	in	should	be	your	own	work.	
Important	dates:	
Midterm	exam	                      Tuesday,	March	2	
Final	exam	                        Monday,	April	19	
Accommodations	and	other	considerations:	
Brown	University	is	committed	to	full	inclusion	of	all	students.	Please	inform	me	early	in	the	
term	 if	 you	 have	 a	 disability	 or	 other	 conditions	 that	 might	 require	 accommodations	 or	
modification	of	any	of	these	course	procedures.	You	may	speak	with	me	after	class	or	during	
office	 hours.	 For	 more	 information,	 please	 contact	 Student	 and	 Employee	 Accessibility	
Services	at	401-863-9588	or	SEAS@brown.edu.	
Students	in	need	of	short-term	academic	advice	or	support	can	contact	one	of	the	deans	in	
the	Dean	of	the	College	office.