NL | EN

Stochastic Modelling

2019-2020
Dit vak wordt in het Engels aangeboden. Omschrijvingen kunnen daardoor mogelijk alleen in het Engels worden weergegeven.

Doel vak

In this course you will become acquainted with stochastic processes and
models for waiting lines (queueing models). The learning objectives are:
1. to know the assumptions and formulations of the fundamental
stochastic processes and queueing models mentioned above;
2. to be able to analyze and derive results for the fundamental models
mentioned above, and apply similar analysis techniques to related
models;
3. to formulate a model that can be used to analyze a given practical
situation, and/or recognize which model is applicable;
4. to be able interpret the results of these stochastic models, and
understand the practical implications (such as economies of scale,
impact of variability, and critical load).

Inhoud vak

Stochastic processes and queueing models are often applied to model
practical situations where uncertainty is involved. This course mainly
focuses on Markov chains and queueing models. A key element is the
theoretical development of such models with the emphasis on modeling and
its analysis. In addition, the models are motivated by applications.
More specifically, the fundamental stochastic processes and queueing
models that we study are: Markov chains in discrete and continuous time,
the Poisson process, the M/M/1 queue, the Erlang delay and loss model,
birth-death processes, the M/G/1 queue and the waiting-time paradox.

Onderwijsvorm

Lectures and tutorials.

Toetsvorm

A written midterm exam at the end of period 1 (40% of the grade), a
practical assignment in period 1 (10% of the grade) presented in the
fourth week and to be turned in two weeks later, and a written midterm
exam at the end of period 2 (50% of the grade).

The resit exam covers all material of the course. The practical
assignment still determines 10% of the grade in case of a resit, unless
the grade for the resit exam is higher, in which case the grade for the
resit is determined entirely by the resit exam. It is not possible to
take a resit for only one of the two midterm exams.

Literatuur

Kulkarni, V.G., Introduction to Modeling and Analysis of Stochastic
Systems, Springer Texts in Statistics (also available as e-book via
UBVU).
Adan, I.J.B.F., and Resing, J.A.C., Queueing Theory, online lecture
notes (made available via Canvas)

2BA

Aanbevolen voorkennis

Probability Theory (in particular, the binomial, Poisson, exponential
and uniform distributions and the law of total probability), Calculus 1
and 2 (in particular, power series and Taylor series), Linear Algebra

Algemene informatie

Vakcode X_400646 6 EC P1+2 200 Engels Faculteit der Bètawetenschappen dr. W. Kager dr. W. Kager dr. W. Kager

Praktische informatie

Voor dit vak moet je zelf intekenen.

Voor dit vak kun je last-minute intekenen.

Werkvormen Werkcollege, Deeltoets extra zaalcapaciteit, Hoorcollege
Doelgroepen

Dit vak is ook toegankelijk als: