Master of Science in Computational Decision Sciences and Operations Research

Collaborative program with the Department of Applied Mathematics

The purpose of this program is to provide students with theoretical skills and knowledge of applications in the areas of optimization, game theory, and machine learning to enable them to contribute towards making business decisions more efficient, or alternatively, to enable them to pursue research in these areas.

Admission Requirements

Students with bachelor of science degrees in mathematics, computer science, industrial engineering, electrical and computer engineering, mechanical engineering, and business, or related areas, with a minimum cumulative GPA of at least 3.0/4.0, will be considered. Prospective students should have knowledge of linear algebra, discrete mathematics, probability and statistics, and programming.

All applications will be considered on an individual basis and strong applicants without an adequate background might be admitted with a requirement to take additional prerequisite courses. A statement of objectives and a curriculum vitae must be submitted. Two letters of recommendation are required. GRE scores must meet Illinois Institute of Technology institutional requirements.

Curriculum

Coursework includes 12 credit hours of required core courses and 20 credit hours of elective courses. Up to 12 credit hours of 400-level coursework may be included in the program with adviser approval. A student may, with permission of a thesis adviser, include in his or her program a thesis of up to 5 credit hours consisting of a combination of CS 591 and/or MATH 591. The thesis option requires a written thesis and an oral defense of the thesis. Thesis format and deadlines are set by the Graduate College.

Core Courses (12)
CS 430Introduction to Algorithms3
or CS 535 Design and Analysis of Algorithms
MATH 481Introduction to Stochastic Processes3
or MATH 564 Applied Statistics
or MATH 565 Monte Carlo Methods in Finance
CS 539Game Theory: Algorithms and Applications3
or CS 583 Probabilistic Graphical Models
or MBA 505 Contemporary Economic Analysis and Game Theory
or MATH 522 Mathematical Modeling
CS 538Combinatorial Optimization3
or MATH 535 Optimization I
Computing Sciences Electives (3)
Select a minimum of one course from the following:3
Data Mining3
Database Organization3
Data Integration, Warehousing, and Provenance3
Advanced Data Mining3
Advanced Database Organization3
Information Retrieval3
Machine Learning3
Topics in Computer Science3-12
Reading and Special Problems1-20
Applied Math Electives (3)
Select a minimum of one course from the following:3
Introduction to Mathematical Finance3
Mathematical Modeling3
Discrete Applied Mathematics I3
Discrete Applied Mathematics II3
Statistical Learning3
Bayesian Computational Statistics3
Reading and Special Projects1-20
Business and Application Electives (3)
Select a minimum of one course from the following:3
Building an Innovative and Sustainable Business3
Algorithms in Transportation3
Analytics for Decision Making3
Operations and Technology Management3
Sustainable Supply Chain Management3
Economics I3
Economics II3
Research (0-5)
Select 0-5 credit hours0-5
Research and Thesis of Masters Degree1-5
Research and Thesis M.S.
Additional Computational Decision Science and Operations Research Electives (6-11)
Select 6-11 credit hours 16-11

Minimum degree credits required: 32 

1

Courses listed under core courses may be used as an elective if it is not used to fulfill a core requirement. Note: CS 538 and MATH 535 cannot both be taken for credit.

A maximum of 5 credit hours of CS 597 or MATH 597 may be used towards the elective requirement.