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 Business engineering
> Master [120] in Computer Science
> Master [120] in Computer Science and Engineering
> Master [120] in Mathematical Engineering
> Master [120] in Electrical Engineering
|
Faculty or entity
in charge |
> MAP
|
<<< Page précédente
|
