Escolar Documentos
Profissional Documentos
Cultura Documentos
M. Sc. COURSE
IN ;
OPERATIONAL RESEARCH
Department of Operational'Research
Faculty of Mathematical Sciences
University of Delhi
Delhi-110007
M . Sc. O P E R A T IO N A L R E SE A R C H
SC H E M E OK E X A M IN A T IO N
Examination 2009 and onwards Duration Sem. Exam Int. Ass. 'I'otal Cr<
(hrs.) Marks Marks
First Year: Semester I
Course 101 : Mathematical Programming-1 3 70 30 100 4
Course 102: Inventory Management-1 3 70 30 100 4
Course 103: Queueing System-1 3 70 30 100 4
Course 104 : Statistics-1 3 70 30 100 4
Course 105 : G i f & Unix
(a) Theory 3 50 20 70 4
-*
(b) Practical 30
—
Examination 2010 and onwards Duration Sem. Exam Int. Ass. Total Cr
' * - • t * 1. i (hrs.) Marks Marks
First Year: Semester II
Examination 2010 and onwards Duration Sem. Exam Int. Ass. Total Credits
(hrs.) Marks Marks
Second Year: Semester III
1
Examination 2011 and onwards
Duration Sem. Exam Int. Ass. Total Credits
(hrs.) Marks Marks
Second Year: Semester IV
Note 1 : Each paper will carry 100 marks including 30 marks earmarked for
Internal Assessment.
Note 3 : It is recommended, that four lectures per week will be devoted to papers 101
to 104,201 to 204,301 to 303 & 305 and 401-403 and three lectures per week
for the theory part of papers 105, 205 & 304. It is further recommended that
each part of practical papers 105, 205 & 304 will be assigned two practical
periods per week.
2
Note 4 : Papers 105, 205 & 304 consists of two parts (a and b) with the following
subdivision of 30 marks for Part-b :
Note 5 : The format and modus operandi of Internal Assessments will be decided
and announced by the Department at the beginning of a semester.
PASS PE R C E N T A G E
M inim um m arks for passing the examination in each sem ester shall be 4 0 % in each pap er and
4 5 % in aggregate o f a semester.
However, a candidate w ho has secured the m inim um marks to pass in each paper but has not
secured the m inim um m arks to pass in aggregate m ay reappear in any o f the paper/s o f his choice
in the concerned sem ester in o rd er to be able to secure the m inim um m arks prescribed to pass the
sem ester in aggregate.
* • *I. •
N o te : Examination for courses shall be conducted only in the respective odd and even sem esters
as per the S chem e o f Exam inations. Regular as well as E x-Students shall be perm itted to
appear/re-appear/im prove in courses o f odd sem esters only at the end o f odd sem esters and
courses o f even sem esters only at the end o f even semesters.
N o student would be allow ed to avail o f more than 3 chances to pass any paper inclusive o f the
first attempt.
P R O M O T IO N C R IT E R IA
Successful candidates w ill be classified on the basis o f the com bined results o f first year and
second y e a r exam inations as follows:
SPAN PERIOD
N o studen ts shall be adm itted as a candidate for the exam ination for a n y o f the Y ears/S em esters
after the lapse o f 4 y e a rs from th e rla te o f adm issio n to the first year o f the-M. Sc. Program m e.
4
M. Sc. O PERATIO NAL RESEARCH
S em ester I: E x a m i n a t i o n 2 0 0 9 a n d o n w a r d s
Method. Simplex Algorithm. Degeneracy. Bounded variable problem. Revised Sim plex
method. Duality theory. Dual-simplex method. Param etric linear program m ing.
Suggested Readings:
1. M. S. Bazara, J. J. Jarvis, H. D. Sherali: Linear Program m ing and N etw ork Flows,
Wiley, 3rd Edition, 2004.
2. P. R. Thie, G. E. Keough: A n Introduction to Linear Program m ing and G am e Theory,.
Wiley, N ew Jersey, 3rd edition, 2008.
3. S. I. Gass: Linear Program m ing- M ethods and A pplications. 5th Edition, M cG raw
Hill, N ew York, 1985 (D over Publications, 2003 is also available).
' - m t * I . •
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D eterm inistic inventory m odels and extensions without and with lead tim e. Inventory
m odels with partial backlogging and lost sales. Inventory m odels w ith constraints.
Q uantity discounts: All units and incremental. M odels with continuous production and
non-constant dem and with known production capacity.
Stochastic Inventory Models and Extension w ithout and with lead time. Pow er dem and
pattern Inventory M odel.
Introduction to Just in Time (JIT) and Vendor M anaged Inventory (VM I).
' .# «|. •
S uggested Readings:
Suggested Readings:
1. R.B. Cooper: Introduction to Q ueueing Theory, 2nd Edition. N orth H olland, 1981.
2. L. Kleinrock: Q ueueing System s, Volum e I, John Wiley, 1975.
6
3. D. Gross, C. M.Harris: Fundam entals o f Q ueueing Theory. 3rd Edition. John W iley
and Sons Inc. Pte. Ltd.. 2002.
4. D. R. Cox. W. L. Smith: Queues. Mathuen, 1961.
5. J. M edhi: Stochastic M odels in Q ueueing Theory, Academ ic Press, 1991.
6. T. L. Satty: Elements o f Queueing Theory with Applications, Dover, N Y , 1983.
7. U. N. Bhat: An introduction to Queueing Theory: M odelling and A nalysis in
Applications (Statistics for Industry and Technology). Birkhauser Boston, 2008.
8. U. N. Prabhu: Foundations o f Queueing Theory, International Series in Operations
Research & M anagem ent Science, K luw er A cadem ic Publishers, 2nd Edition, 2002.
C our r^Statistics-1
Parametric TPoint Estimation. Testing o f Hypotheses and Interval Estim ation: Problem o f
Point E s tim a tio n , M axim um Likelihood Estimators. Sim ple and Com posite Hypotheses,
N eym Pjn-Pearson Lemma. Likelihood Ratio Tests. Chi-Square tests, t-tests. F tests. Large
San' ip|e Tests, Construction o f Confidence Intervals.
S u g g e s t e d Readings:
7
• #•$. •
5. E. J. Dudew icz, S. N. Mishra: M odern M athematical Statistics. John W iley & Sons.
1988.
6. D. C. M ontgom ery, G. C. Runger: Applied Statistics and Probability for Engineers,
3rd Edition. W iley India Pvt. Ltd. 2003.
7. A. D. Aczel, J. Sounderpandian: Complete Business Statistics, 6lh Edition, M cG raw
Hill, 2006.
Introduction to O bject O riented P rogram m ing, O bject and C lasses in C t ■+. F unctions,
Structures, O perator Overloading, Inheritance, Polym orphism ; Exceptions, T em plates
and C ontainer C lasses. Files and Stream s.
Suggested Readings:
1. A fzal Am ir: U n ix U nbounded, Beginning A pproach, 5th Edition, P-entice H all,
2007.
2. B.W . K em ig h an , W . R. Pike: T he Unix Program m ing Environm ent, P; entice-H all o f
India Pvt. Ltd, 1984 (R eprint 2007).
3. G raham Glass an d K in g A bies: U nix for P rogram m ers a n d U sers, 3rd E dition,
P rentice Hall, 2003.
4. S.C. D ew hurst, K .T . Stark: P rogram m ing w ith C I i , P rentice Hall, 1995.
5. Scott M eyers: Effective C^ +, 55 Specific W ay s to Im p ro v e Y o u r Program and
D esigns, 3rd E dition, A ddison-W esley, 2005.
6. B ja m e Stroustrup: T h e C h Program m ing Language, 3rd Edition, A d d ison-W esley,
2000 .
7. Peter Norton:. Introduction to C om puters, 6th Edition, T ata M cG raw -H ill, 2005.
8
Semester I I : E x a m i n a t i o n 2 0 1 0 a n d o n w a r d s
necessary and sufficient conditions. Convex functions and their properties. Fritz-John
optimality conditions. Karush-K uhn-Tucker optimality conditions. Q uadratic
Programming: W olfe's method. Com plem entary pivot algorithm , Duality in quadratic
programming. Integer Linear Programming: M odeling using pure and m ixed integer
programming. Branch and Bound Technique. G om ory's C utting Plane A lgorithm , 0-1
constraints functions.
Suggested Readings:
1. M. S. Bazara, H. D. Sherali, C. M. Shetty: N onlinear Program m ing-Theory and
Algorithms. W iley, 3rd Edition. 2006.
2. A. Antoniou, W u-Sheng Lu: Practical Optimization-A Igorithm s and Engineering
Applications, Springer, 2007.
3. Hamdy A. Taha: Operations Research-An Introduction, ’Prentice Hall, 8th Edition,
2007.
Flows in networks. M axim al flow. Distribution and general m inim al cost flow problem s.
Shortest path and traveling salesman problem. Construction o f m inim al spanning tree and
its applications.
9
C apacitated transshipm ent m odel. Facility location models.
P E R T and CPM w ith activity tim es known and probabilistic. V arious types o f floats.
U pdating o f PE R T charts. Project crashing. Formulation o f C PM as a linear program m ing
problem . Resource leveling and resource scheduling.
S equencing problem . Flow shop problem and general n/m jo b -sh o p problem.
Suggested Readings:
5. S. E. Elm aghraby: Activity N etw orks, Project Planning, and Control, John W iley and
Sons, 1977.
6. M .L. Pinedo: Scheduling-T heory, Algorithms, and System s, 2nd Edition, Prentice
Hall, 2002.
7. C liff T. Ragsdale: Spreadsheet Modeling & Decision Analysis. 5th Edition, Mason,
T hom son South-W estern, 2008.
8. Ronald H. Ballou: Business Logistics / Supply Chain M anagem ent, 5th Edition,
Prentice Hall, 2004.
9. J. D. Weist, F. K. Levy: A M anagem ent G uide to PERT/ C P M . 2nd Edition, PHI,
1967 (Reprint 2007).
C oncept o f M arketing and its role in Business and Public O rganization, M arketing
D ecisions, N eed for Scientific M arketing Analysis. U ses and Limitations o f
M athem atical M odels -in M arketing. Joint optim ization o f price, quality and prom otional
effort. Purchasing under fluctuating prices. Factors affecting Pricing decision, Pricing
m ethods.
Prom otional decisions in the presence o f com petition. G am e theory m odels for
Prom otional Effort. Spatial Allocation o f Promotional Effort, M edia A llocation o f
A dvertisem ent, B rand Sw itching Analysis.
Sales Response to A dvertising in Presence o f Com petition.
C hannels o f distribution, Transportation decision, Locating c o m p a n y ’s w holesale dealers
and warehouses.
10
Suggested Readings:
1. Tony Curtis: M arketing for Engineers. Scientists and Technologists, John W iley
& Sons Inc. 2008.
2. B. B ass (ed): M athem atical Models and M ethods in M arketing. Irwin Series, 1971
3. S. M urty. G. L. Li lien. P. Kotier: M arketing M odels, Prentice Hall o f India, 1998.
4. W illiam R. King: Quantitative Analysis for M arketing M anagem ent, M cG raw
Hill Co., 1967.
5. J. M . Howard: C onsum er behaviour in M arketing Strategies, Prentice Hall, 1989.
6. D.B. M ontgom ery, G.L.Urban: M anagem ent Science in M arketing, Prentice Hall,
1979.
7. G raham J. Hooley and Michael K. Hassey: Quantitative M ethods in M arketing,
2nd Edition, International Thomson Business PressTT999.
8. G raham e R. Dow ling: The Art and Science o f M arketing- M arketing for
M arketing M anagers, Oxford University Press, 2005.
9. Gary L. Lilien. Philip Kotier. K. Sridhar M oorthy: M arketing M odels, Prentice
Hall o f India. 2003.
Reliability m odels o f non-maintained & maintained system s, Availability theory and its
modelling fo r various configurations.
Introduction, tq Renewal theory. Types o f Renewal Processes and their A sym ptotic
Properties, A pplication o f Renewal theory to O ne-U nit Repairable System s with
Different M aintenance Policies (Age, Block. Preventive & Corrective). Rew ard Renewal
Processes, M inim al Repair Replacement Policies.
Suggested Readings:
Suggested R eadings:
G eneralized convex functions and their properties. Fritz John and K arush-K uhn-T ucker
optim ality conditions. Lagrangian duality and saddle point optim ality conditions. The
concept o f Penalty functions and B arrier functions. M ethods o f feasible directions: The
12
Programming. M ulti-objective linear optim ization: Efficiency and non-dom inance. The
weighted sum method. Goal programming: M odeling using goal program m ing,
Archim edian goal program m ing, Preem ptive goal programming. Lexicographic sim plex
method. Goal efficiency. Linear fractional programming: Simplex m ethod, C h a m e ’s and
Cooper m ethod.
Suggested Readings:
1. M. S. Bazara, H. D. Sherali, C. M. Shetty: N onlinear Program m ing-Theory and
Algorithms, Wiley, 3rd Edition, 2006.
2. Ronald L. Rardin: O ptim ization in Operations Research, Prentice Hall, 1998.
3. E. BajaIino,v: Li near-Fractional Program m ing-Theory, M ethods, Applications, and
Software, K luw er A cadem ic Publishers, 2003.
4. R. E. Steuer: Multiple Criteria Optimization-Theory. Com putation, and Application,
Wiley Series in Probability and Mathematical Statistics-Applied, W iley, 1986.
5. 0 . L. M angesarian: N onlinear Program ming, M cG raw Hill. N ew York, 1969.
Reprint: SIAM Classic in Applied M athem atics 10, 1994. Philadelphia.
6. S. Chandra, Jayadeva, A parna Mehra: Numerical Optimization w ith Applications,
Narosa Publishing House, 2009
7. A. Ravindran, D. T. Phillips and Jam es J. Solberg: Operations Research- Principles
and Practice, John W iley & Sons, 2005.
Suggested Readings:
1. J. Johnston: Econom etric M e th o d s , 3rd Edition, M c-G raw Hill International Editions,
1984.
2. A. Koutsoyiannis: Theory o f Econom etrics, 2nd Edition, Palgrave Publications, 2001.
3. D. C. M ontgom ery, E lisa b e th A . Peck. G. Geoffrey Vining: Introduction to Linear
regression Analysis, 3rd Edition, John W iley & Sons, 2003.
4. D. C. M ontgom ery, Cheryl I«. Jennings. M. Kulahci: Introduction to T im e Series
Analysis and Forecasting, John W iley & Sons Inc. 2008.
5. Peter J. Brockwell, Richard A. Davis: Introduction to Tim e Series A nalysis and
Forecasting. Springer International Editions. 2002.
6. S. M akridakis, Steven C. W heelw right, Rob J. Hyndman: Forecasting-M ethods and
Applications, 3rd Edition, John W iley & Sons Inc. 1998.
Introduction to Softw are D evelopm ent. Softw are life cycle m odels, softw are verification,
validation, and testing, Error, Failure and faults in software, C oncept o f Perfect and
Im perfect Debugging.
Introduction to Softw are Reliability, Difference betw een hardw are and software
reliability, Softw are Reliability and A vailability M odels, M arkovian m odels. N on
H om ogenous Poisson* Process ‘based m odels. Imperfect D ebugging m odels, Discrete
Softw are reliability grow th m odels.
Suggested Readings:
1. R.S. Pressm an, Softw are Engineering: A Practitioner’s A pproach, 6th Edition,
M cGraw Hill, 2005.
2. J. D. M usa, A. Iannino. K. Okum oto: Softawre Reliability (Professional Edition)
M cGraw Hill Publishing C om pany, 1990.
3. P.K. Kapur, R.B. Garg, Santosh Kum ar: Contributions to H ardw are and Softw are
ReliaJbiljty. W orld Scientific, 1999.
4. M. R. Lyu: H andbook o f Softw are Reliability. M cG raw -H ill Publishing
Com pany. 1996.
5. N. Fenton. B. Littlew ood (Editors): Softw are Reliability and M etrics. Springer-
V e rla g N e w York Ltd. 2007.
6. Hoang Pham : System Softw are Reliability, Springer Series in Relaibility
Engineering, Springer-V erlag, London, 2006.
14
O bject O rien te d D a ta b a se System s, Physical L e v e l O rganization. Q u e ry P ro c e ssin g
& O p tim iz a tio n , S e c u r ity and I n te g rity . C o n c u r r e n c y C o n t r o l a n d C r a s h
R e c o v e ry , D istrib u te d S y stem s.
Suggested Readings:
1. C. J. D a te : A n In tro d u c tio n to D a ta b a s e S y stem s, 8th E dition, A d d is o n W e sle y ,
2003.
2. H, F. Korth, A. Silberschatz, S. Sudarshan: D atabase System Concepts, M c G raw
Hill, 5th Edition, 2005.
f ■ • , **• • .
Financing Decision: Problem s o f determ ining optim al capital structure, Leasing, Debt
M anagem ent, A nalysis o f com m itm ent o f funds and risk o f cash insolvency; R eceivables
and Inventory M anagem ent Approaches.
15
Suggested Readings:
1. J. C. Van Horne, J. M. W achowicz: Fundam entals o f Financial m anagem ent, l l Ih
Edition." Prentice Hall of'lndiaf, 2000.
2. E. F. B righam . L. C. G apenski. C.E. M ichael: Financial M anagem ent-T heory and
Practice, T h e Dryden Press. 1 l lh Edition. 2004.
3. M. Y. K han. P. K. Jain: Financial M anagem ent, Tata M cG raw Hill Pub. Co.. N ew
Delhi, 5lh Edition, 2008.
4. G. C om uejols, R. Tutuncu: O ptim ization M ethods in Finance, C am bridge
University Press, 2007.
5. R. Brealey, S. M gres, A. Franklin: Principle o f C orporate Finance, 9,h Edition,
M cG raw Hill, 2008.
6. J. Spronk: Interactive M ultiple Goal Program m ing: A n A pplication to Financial
Planning, M artinus N ijh o ff Publishing, 1981.
Suggested R eadings:
1. M artin Christopher: Logistics and Supply C hain M anagem ent, Richard Erwin, 1994.
6. Sunil C hopra, Peter M eindl: Supply C hain M anagem ent-Strategy, Planning and
O peration, 3rd Edition, Prentice-Hall Inc.. 2007.
16
8. G. Raghuram . N. Rangaraj [Editors]: Logistics and Supply Chain M anagem ent-
Cases and Concepts, M acm illan. N ew Delhi. 2000.
9. Journal Articles.
Suggested Readings:
1. P. E. Green, D. S. Tull, G. A lbum : Research for M arketing D ecisions, Prentice hall o f
India, 1999.
2. D. J. Luck and R. S. Rubin: M arketing Research, Prentice Hall o f India, 1998.
3. H. W. Boyd. R. W estfall, S. F. Starch: M arketing R esearch-Text and Cases, 7th
Edition, Richard D. Irwin Inc., 1989.
4. Vijay M^hzyan, Robart A. Peterson: M odels for Innovation D iffusion and Related
Research Papers. S A G E Publication. 1990.
5. David A. Aaker, V. K um ara, G eorge S. Day: M arketing Research, 9lh Edition, John
Wiley & Sons Inc. 2007.
6. Scott M. Smith, Gerald S. Albaum : Fundam entals o f M arketing Research, SA G E
Publications Inc., 2005.
7. Carl M cD aniel, R oger Gates: M arketing Research Essentials, John W iley & Sons
Inc. 2007.
Dynamic Inventory M odels : Probabilistic Reorder Point Inventory M odels w ithout and
with Lead Tim e. Tw o bin (S.s) Inventory Policy. Distribution Free A nalysis. M inim ax
17
Solution o f Inventory M odels. W arehousing Problems. Capacity Expansion. Periodic and
C ontinuous Review M odels, ‘Inventory M anagem ent o f Items with Deterioration.
Inventory M anagem ent o f Items with inflation.
M aterial Requirem ent Planning: Dependent D em and, Bill o f M aterials. D eterm ining net
Requirem ent. Tim e Phased O rder Point.
M aterial M anagem ent: Value Analysis. Store Control, Purchasing Function, Codification
and Standardization.
Suggested Readings:
1. K. J. Arrow, Karlins, H. Scarff: Studies in the M athem atical theory o f Inventory and
Production, Stanford U niversity Press, 1958.
2. G. Hadley, T. M. W hitin: A nalysis o f Inventory System s, D.B. T araporevala and
Sons, Published by arrangem ent with Prentice Hall Inc.. 1979.
3. G. W. Ploss: Production and Inventory C ontrol-Principle and T eaching, 2nd Edition,
Prentice Hall, 1985.
' ' • # # * 1. •
Probability D istribution o f Phase Type, Quasi Birth and Death Processes, G/PH /I
Q ueueing M odels and their A lgorithm ic Solutions.
Introduction to Q ueueing N etw ork M odels. Open and Closed Q ueueing N etw orks,
Com putational M ethods, A lgorithm s for C om puting N orm alizing C onstant for Closed
N etw ork, D erivation o f Perform ance M easures. M ulti-C lass N etw orks and their Solutions
(B C M P Networks).
Q ueueing N etw orks with Blocking. D ifferent Num erical M ethods for their Solutions,
Tw o Nodes Open N etw ork with Blocking.
Suggested Readings:
1. H. Chen, David D. Yao: Fundam entals o f Q ueueing N etw orks- P erform ance,
Asym ptotics and O ptim ization, Springer-V eilag, 2001.
18
2. J. Medhi: Stochastic Models*!ii Q ueueing Theory. Academ ic Press Inc.. 2nd Edition,
2003.
3. M. F. Neuts: Matrix Geom etric Solutions in Stochastic M odels. John Hopkins,
University Press London, 1981.
4. L. Takacs: Com binatorial Methods in the Theory o f Stochastic Processes, John
Wiley. N ew York, 1967.
5. S. Balsomo. N.P. V ittoria De, R. Onvural: Analysis o f Q ueueing netw orks w ith
Blocking, Kluwer A cadem ic Publishers, 2001.
6. T. G. Robertazzi: C om puter Networks and system s- Q ueueing T heory and
Performance Evaluation, 3rd Edition. 2000.
7. H. Kobayashi, Brian L. Mark: System M odelling and Analysis- Foundations o f
System Perform ance Evaluation, Prentice-Hall, 2008.
8. H. G. P erro n Q ueueing networks with Blocking, Oxford U niversity Press, 1994.
Kuhn-Tucker optim ality conditions. Vehicle routing problem . B ottleneck assignm ent
problem. M ulti-objective fractional program ming. Data E nvelopm ent Analysis: C ham es,
Cooper and Rhodes (C C R ) model. Banker, Charnes and C ooper (B C C ) model. Analytic
Hierarchy Process: R anking and w eighting information using Eigen V ector M ethod
Suggested Readings:
19
7. K. Deb: M ulti-objective Optimization using Evolutionary A lgorithm s, W iley, 2001.
8. T.L. Saaty: Fundam entals o f the Analytic Hierarchy Process. R W S Publications,
Pittsburgh, PA, 2000.
N on-sequential and sequential discrete optim ization. Existence and uniqueness theorem .
Introduction to calculus o f variations. Fundam ental problems. W eak and strong extrem a.
N ecessary and, sufficient conditions. Fundam entals o f optim al control. M athem atical
sufficient conditions for optim ality. Optim al control problem s applied in m arketing,
S u g g e ste d R e a d in g s:
D ecision A nalysis under Strict Uncertainty: Preference O rderings, The M axim in Rule,
The M inim ax Regret Rule* T he-O ptim isnvPessim ism Rule. T he Principle o f Insufficient
R easoning.
20
Decision Analysis under Risk-Probability: Decision Analysis without Sam pling, Decision
Analysis with Sampling.
Decision Analysis under Risk Utility: St. Petersburg Paradox. C onstruction o f Utility
Functions, Risk Attitudes.
Suggested Readings:
1. M. D. Resnik: Choices- An Introduction to Decision Theory, U niversity o f M innesota
Press, 1987.
2. M. Ham burg: Statistical Analysis for Decision M aking. H arcourt. Brace & W orld
Inc., 1970.
3. J. W . Pratt, H. Raiffa, R. Schlaifer: Introduction to Statistical Decision T heory, The
M IT Press. 1995.
4. J. Morgan Jones: Introduction to Decision theory, First Edition. Richard D. Irwing
Publishing, 1977.
Portfolio optim ization and asset allocation. Risk/return concepts and m easurem ents.
with short sales and w ithout short sales. M arkow itz portfolio selection m odel. M ean-
absolute deviation m odel. Capital m arket theory. Capital assets pricing m odel. A rbitrage
pricing theory. Index models. Performance evaluation measures. V alue at risk (VaR).
Suggested Readings:
1. C. M arrison: The Fundam entals o f Risk M easurement, M cG raw Hill, 2002.
2. F. K. Reilly, Keith C. Brown: Investm ent A nalysis and Portfolio M anagem ent, South-
W estern Publishers, 2002.
3. M. B artholom ew -B iggs: N onlinear Optim ization with Financial A pplications, Kluwer
Academic Publishers, 2005.
4. H. M. M arkow itz: M ean-Variance Analysis in Portfolio C hoice and Capital M arkets,
N ew York, Blackwell, 1987.
5. W. F. Sharpe: Portfolio Theory and Capital M arkets, M cG raw Hill. 1970.
6. Richard C. Grinold, Ronald N. Kahn: Active Portfolio M anagem ent-A Q uantitative
Approach for Producing Superior Returns and C ontrolling Risk, M cG raw Hill, 2000.
21
7. Zvi Bodie, Alex Kane. Alan ). Marcus: Investments. Eight Edition, M cG raw Hill,
2009.
8. J. C. Hull: Options. Futures and O ther Derivative Securities. 5th Edition, Prentice
Hall, 2002.
Pareto Analysis, Ishikaw a (C ause/Effect) Diagram s, Failure M odes and Effects Analysis,
Program for Quality Im proving.
Introduction to ISO 9000- quality m anagem ent system s-guidelines for perform ance
im provem ents. Quality Audits.
Suggested Readings:
f * *l. *
1. J.R. Evans. W.M. Lindsay: The M anagem ent and Control o f Quality, W est
Publishing Com pany, 1996.
2. Kaoru Ishikawa: Introduction to Quality Control. Chapm an and Hall, 1992.
3. D ale H. Besterfield et al, Total Quality M anagem ent, 3rd Edition, Pearson Education,
2004.
4. Shridhara Bhat K: Total Q uality M anagem ent- Text and Cases, First Edition,
H im alaya Publishing House, 2002.
5. A m itava Mitra: Fundam entals o f Quality Control and Im provem ent. 2nd Edition,
Prentice-Hall Inc., 1998
6. W illiam J. Kolarii: C reating quality. M cG raw Hill, 1995.
7. P oornim a M .Charantim ath: Total quality m anagem ent, Pearson Education, 2003.
8. Indian standard quality m anagem ent system s - G uidelines for perform ance
im provem ent. Bureau o f IndVan standards. N ew Delhi.
22
C o u r se - 4 0 1 -4 0 3 (ix) :D ala W a r e h o u s i n g and Data M i n i n g
Suggested R ead in g s: