Answer: 275

Solution:

Composing the map with itself, $$\begin{aligned} F(F(z)) &= \frac{\frac{z+i}{z-i} + i}{\frac{z+i}{z-i} - i} \\ &= \frac{(z + i) + i(z - i)}{(z + i) - i(z - i)} \\ &= \frac{(1 + i)(z + 1)}{(1 - i)(z - 1)} \\ &= i\,\frac{z + 1}{z - 1}, \end{aligned}$$ and applying $F$ once more gives $$\begin{aligned} F(F(F(z))) &= \frac{i\,\frac{z+1}{z-1} + i}{i\,\frac{z+1}{z-1} - i} \\ &= \frac{(z + 1) + (z - 1)}{(z + 1) - (z - 1)} \\ &= z, \end{aligned}$$ so the sequence $z_0, z_1, z_2, \ldots$ is periodic with period $3.$

Since $2002 = 3 \cdot 667 + 1,$ we have $z_{2002} = z_1 = F(z_0)$ $= \frac{z_0 + i}{z_0 - i}$ $= \frac{\frac{1}{137} + 2i}{\frac{1}{137}}$ $= 1 + 274i.$ Thus $a + b = 1 + 274 = 275.$