Stokastik Süreçler

İçerik

Dersin Amacı

Uncertainty exists in most real life problems, and for a better decision making, it is important to take into account the uncertainties. The use of stochastic variables is a common way to represent the uncertainty in quantities of interest such as customer demands, production lead times, product price, repair times, service times etc. that can be encountered in the decision problems in both service sector and industry. The primary aim of this course is to teach how to formulate and solve the stochastic decision problems using stochastic processes. The objectives of this course can be listed as follows.

1. To make the students be aware of the stochastic nature of most real life problems.
2. To provide students an insight of how to analyze the stochastic systems.
3. To make the students develop the necessary skills to identify, formulate and solve the stochastic problems.

Dersin İçeriği

Weeks 1-2: Conditional probability, conditional expectation
Weeks 3-5: Markov chains
Weeks 6-8: Poisson processes
Weeks 9-10: Markov processes
Week 11: Midterm
Weeks 12-14: Renewal processes

Dersin Öğrenme Çıktıları

LO 1: Being able to compute probability, expectation, and variance by proper conditioning
LO2: Being able to model and analyze stochastic systems through Markov chains
LO3: Being able to model and analyze stochastic systems through Poisson processes
LO4: Being able to model and analyze stochastic systems through Markov processes
LO5: Being able to model and analyze stochastic systems through renewal processes

Öğretim Yöntemleri

Explain the subjects in class

Kaynaklar

Erhan Çınlar, Introduction to Stochastic Processes
Ross, S., Introduction to Probability Models

Konu Başlıkları

Değerlendirme Sistemi

Yeterlilik İlişkisi

AKTS - İş Yükü Tablosu