(Numbers refer to the exercise booklet)

Recommended exercises to do on your own:

Markov Chains in Discrete Time: 1.5, 1.6, 1.8.
Markov Chains in Continuous Time: 1.12, 1.15.
Queuing Theory: 2.2, 2.5, 2.6, 2.14.
Inventory Theory: 3.1, 3.2, 3.6, 3.8, 3.9
Marginal Allocation 4.1, 4.3, 4.4
Deterministic Dynamic Programming: 5.1, 5.2, 5.3
Stochastic Dynamic Programming: 5.4 (used in one of the exercise classes), 5.6, 5.8, 5.10-12
Markov Decision Processes: 6.2, 6.3, 6.4, 6.9 a,c

Exercises that will be solved in class

Exercise class 1: Markov processes: 1.4a,b, 1.11,a,f, Component manufacturers, Cat and Mouse problem.
Exercise class 2: Queueing theory: 2.10a-d, 2.5a-c, and 2.11 a-b.
Exercise class 3: Jackson networks: 2.1, Exam 20120612-1
Exercise class 4: Marginal allocation: Easy MA problem 2015-04-09 Q3, Jackson Networks and MA, The Satellite (manuscript). We recommend that you read through Chapter 5 of the manuscript before the exercise.
Exercise class 5: Inventory theory: Taxi-driver EOQ with discount. problem with non-instant fill, if time allows Exam, 20160111-5, Solution
Exercise class 6: Inventory theory: Newsvendor: 3.3, Boat problem, selling oil (exam 20080530-2), if time allows Exam 20170413-5 , Solution
Exercise class 7: Dynamic programming: Kid's knapsack (introduction to next), Knapsack problem 5.5, Distributing Scientists (from IOR, example 3, section 11.3)
Exercise class 8: DynP: 4.4 extended version. Markov decision problems: Exam 20120612-3 if time allows
Exercise class 9: Markov decision problems with discount: Taxi Driver (exam 20080530-5), Exam 20160111-4b