Hi, I’m a IE senior and I’ve taken the following math courses:
Calculus, Linear Algebra, Engineering Mathematics, Probability, Statistics
all to pretty much a decent level, as I’ve taken all the courses available at the undergrad level.
I’m planning to apply for an OR PhD in the future, and interestingly I see only Northwestern out of the top schools wants potential applicants to have studied Real Analysis. Now, I’ve heard a lot of rumors about Baby Rudin (PMA), and I can’t really think where all those rigorous proofs are going to help me in Operations Research, as most theorems/corollaries/etc.. used in OR are pretty much straightforward (not saying it’s easy! Just saying that if you get it, you get it; no need to start rigorously defining or proving existence of something or that kind of shit). And I’ve read a bunch of course catalogues for OR PhD programs and I can’t really find any courses that require math that’s not listed above. Can anybody enlighten me how such math is used in OR PhD studies?