Education

Master programme Operations Research and Operations Management

MSc programme Stochastic Operations Research

The SOR programme consists of 2 semesters course load and 2 semesters internship and final project. The final project may be the starting point of a PhD project in Stochastic Operations Research or the orienteering phase aiming for a professional career.

The course programme in the first year aims for general mathematical techniques and their application in e.g. computer science, electrical engineering, physics and (healthcare) logistics. Besides the core mathematical courses and a selection of courses offered by the SOR group, courses offered by other departments or national programmes may be included.

The course programme must satify the criteria of the Applied Mathematics programme or see the OER (in Dutch). In addition, four out of five MSc courses offered by SOR must be included, see this list of the SOR courses. A list of courses offered at UT is provided below. National courses may be selected from the Mastermath programme, the Beta MSc programme or the LNMB MSc programme. In some cases, courses from the LNMB PhD programme may be included.

The internship of 20 EC aims at application of mathematics in an engineering environment. Results are often published in professional magazines. The final project of 40 EC is research oriented aiming at research published in an international journal. A combination of internship and final project is possible.

For students aiming at a PhD position, the programme is embedded in the Twente Graduate School programme Industrial Engineering. The Graduate School programme provides some additional courses in the MSc and PhD programmes. Moreover, embedding in the Graduate School programme allows for a 5 year MSc + PhD programme, where the second year of the MSc programme (internship and final project) is the preparation year for the PhD programme.

Acceptance criteria

The acceptance criteria are those of the IEOR track within Applied Mathematics. In principle, SOR requires a course on Markov chains and on Mathematical Programming. In some cases, deficiencies can be resolved via the homologation programme. In particular, to this end we offer the course Introduction to Stochastic Processes .

Most other deficiencies can be handled during the course programme studying some additional study material. Information for prospective students is available at this page. For details and questions concerning acceptance in the SOR programme contact prof.dr R.J. Boucherie.

On the next pages you can find an example programme focusing on a mathematical setting and a list of optional courses.

Example 2 semester MSc programme SOR

Year 1


Semester 1


ECT

191570401

Measure and Probability

6

191531750

Stochastic Processes

6

191581100

Discrete Optimization

6

191506302

Applied Functional Analysis

6

Quartile 1a

191521800


Game theory


5

Quartile 1b

191531920


Markov Decision Theory and Algorithmic Methods


5




Semester 2



191531870

Queueing Theory

6

191580800

Scheduling

6

Quartile 2a

191581420


Optimization Modeling


5

Quartile 2b

191531940
191531960


Networks of queues

Capita Selecta Stochastic Operations Research


5

5

Year 2

191508209

Traineeship

20

191508409

Final Project

40

Optional Courses

The Master programme of Stochastic Operations Research is part of the Industrial Engineering and Operations Research track in the Applied Mathematics Master programme. Within the IEOR track, the following courses can be selected in the free part of the MSc programme.

Overview of MSc courses offered at the University of Twente

Mechanical Engineering


Code

Name

113932

Management of Product Development

113136

Construction Principles

112750

Capita Selecta Production Management

110212

Cost Management & Engineering

285074

Product Life Cycle I

285075

Product Life Cycle II

112472

Design of production and inventory systems

110214

Design Tools

285081

Scenario Based Product Design

285070

Design Management

110204

Manufacturing Facility Design

285084

Sources of Innovation….

112172

Design, Production and Materials

Applied Mathematics


Code

Name

150630

Applied Functional Analysis

153175

Stochastic Processes

155120

Scientific Computing

157040

Measure and Probability

151510

Introduction to Risk Theory

151520

Mathematical Finance

151530

Continuous Time Finance

151540

Computational Finance

151550

Life Insurance Mathematics

151560

Introduction to Investment Theory

151590

Interest Rate and Credit Derivatives

152180

Game theory

153140

Applied statistics (3 TU course)

153145

Linear statistical models

153155

Nonparametric statistical methods

153165

Capita Selecta Statistics and Probability

153187

Queuing Theory

153192

Markov decision theory and algorithmic methods

153194

Networks of Queues

153196

Capita Selecta Stochastic Operations Research

156081

Signalen en Transformaties / Signals and Transforms

156156

Systems and Control

156162

Optimal Control

157035

Financial Econometrics

157108

Random Signals and Systems

157109

Time Series Analysis

157116

Stochastic Filtering and Control

157150

Stochastic Differential Equations

158080

Scheduling

158110

Discrete Optimization (3 TU course)

158120

Continuous Optimization (3 TU course)

158142

Optimization Modelling

158150

Capita Selecta Discrete Mathematics & Mathematical Programming

Industrial Engineering & Management


182021

Simulation

180077

Empirical Research and Data Analysis

181084

Management and Organisation of Technological Innovation

180067

Management of Technology

186461

Organisation and Strategy

411001

Corporate finance

186018

Risk management

157030

Structured products

186065

Microeconomics

180067

Management of technology in financial engineering

186162

Management control in financial institutions

186164

Financial accounting

186163

Business taxation

110212

Cost management & engineering

182020

Discrete Optimization of Business Processes

182012

Warehousing

182021

Simulation

182019

Supply Chain and Transportation Management

185263

Reliability Engineering and Maintenance Management

185262

Advanced Production Planning

182018

Reverse Logistics and Remanufacturing

185264

Production and Logistics Information Systems

412102

Optimisation of health care processes

180067

Management of Technology in Production and Logistics

411211

Health and Health Systems

411203

Quality and Safety in Health Care

411204

International Health Strategy and Hospital of the Future

274007

Safety and Quality Assurance

411206

The Nature of Hospital Work and Health Care Workers

236050

E-health Strategies

121131

Technology for the Support of Human Functions

412102

Optimization of Health Care Processes 2

180067

Management of Technology in HC

273005

Care Technology

316301

Information and knowledge management

316006

Information and knowledge exchange services

232020

Datawarehousing and datamining

237650

Business process integration lab

186396

Foundations of IT applications and infrastructure

41xxxx

Information systems research methodologies

234010

Implementation of IT in organizations

232050

Electronic commerce

237600

Business case development for IT projects

236002

Management of information and communication technologies

235020

E-strategizing

Civil Engineering and Management

542010

Traffic flow & Traffic management

542020

Transport planning

542040

Management of regional transport networks

542070

Transport economics & Policy evaluation

546020

Construction planning & control

544050

Design management

544030

Planning & development

544040

Real estate development

544070

Construction engineering & logistics

544080

Industrialisation in engineering & construction

544060

Markets, organisation & innovation

Industrial Design Engineering


285071

Past Futures

285072

Design based on product history

285073

Governing Product Development

285074

Product Life Cycle I

285075

Product Life Cycle II

285081

Scenario Based Product Design

285070

Design Management

186461

Organization & Strategy

112472

Design of production and inventory systems

285076

Supply Chain Management

112481

Systems Engineering

110214

Design Tools