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Discrete stochastic models [ LINMA2470 ]


5.0 crédits ECTS  30.0 h + 22.5 h   2q 

Teacher(s) Chevalier Philippe ;
Language French
Place
of the course
Louvain-la-Neuve
Main themes Introduction to stochastic models in operations research. Study of renewal processes, Markov chains, Markov Processes, Markov Decision Processes. Applications to inventory models, queuing models, branching processes, random walks, etc.
Aims Introduction to stochastic processes used for modeling random systems and their most common applications. In particular we study methods to compute the operating characteristics of such processes.
Content - Introduction to stochastic processes with a discrete state-space - Discrete time Markov chains with finite and infinite state-space - Continuous time Markov processes (and semi-Markov processes) - Renewal processes and stopping rules - Poisson processes, birth and death processes - Queuing theory and queuing networks - Various applications such as inventory models, maintenance models, reliability, job-shops, …
Other information no special information
Cycle et année
d'étude
> Master [120] in Electrical Engineering
> Master [120] in Computer Science and Engineering
> Master [120] in Computer Science
> Master [120] in Mathematical Engineering
> Master [120] in Statistics: General
Faculty or entity
in charge
> MAP


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