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Discrete stochastic models [INMA2470]
[30h+22.5h exercises] 5 credits

Version française

Printable version

This course is taught in the 1st semester

Teacher(s):

Philippe Chevalier

Language:

French

Level:

Second cycle

>> Aims
>> Main themes
>> Content and teaching methods
>> Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)
>> Other credits in programs

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.

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.

Content and teaching methods

- 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 (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)

no special information

Other credits in programs

ECGE3DS/SC

Diplôme d'études spécialisées en économie et gestion (Master in business administration) (Supply Chain Management)

(5 credits)

Mandatory

INFO23

Troisième année du programme conduisant au grade d'ingénieur civil informaticien

(5 credits)

MAP22

Deuxième année du programme conduisant au grade d'ingénieur civil en mathématiques appliquées

(5 credits)

Mandatory

MATH22/G

Deuxième licence en sciences mathématiques

(5 credits)

STAT21MS/MM

Première année du master en statistique, orientation générale, à finalité spécialisée (méthodes mathématiques)

(5 credits)

STAT21MS/ST

Première année du master en statistique, orientation générale, à finalité spécialisée (sciences et technologie)

(5 credits)

STAT22MS/MM

Deuxième année du master en statistique, orientation générale, à finalité spécialisée (méthodes mathématiques)

(5 credits)

STAT22MS/ST

Deuxième année du master en statistique, orientation générale, à finalité spécialisée (sciences et technologie)

(5 credits)



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Last update :13/03/2007