| Course Type | Compulsory Course |
| Course Level | Doctorate Of Science |
| Year of Study | - |
| Semester | - |
| ECTS | 10 |
| Name of Lecturer(s) |
|
| Learning Outcomes |
At the end of this course, the students;
- To have the theoretical knowledge about the Stochastic modeling techniques.
- To be able to select the proper techniques during the analysis and design of of the queue systems those are encountered in the production and service processes.
- To be able to choose the appropriate technique for the estimation of the parameters required to solve the problems.
- To be able to use the proper technique for the planning and control of service enterprises.
|
| Mode of Delivery | Face to face |
| Prerequisites | No |
| Recommended Optional Programme Components | None |
| Course Description | |
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Probability spaces and classification of stochastic processes |
|
2nd Week |
Bernoulli Processes |
|
3rd Week |
Poisson Processes |
|
4th Week |
Markov chains |
|
5th Week |
Applications of Markov chains and Limit Theorems |
|
6th Week |
Applications of Markov chains and Limit Theorems |
|
7th Week |
Continuous-time Markov chains |
|
8th Week |
Midterm |
|
9th Week |
Continuous-time Markov chains |
|
10th Week |
Renewal theory |
|
11th Week |
Markovian renewal theory |
|
12th Week |
Markovian renewal theory |
|
13th Week |
Stochastic order relations |
|
14th Week |
Stochastic order relations |
|
| Recommended or Required Reading | (1) Ross, S. M. (1995). Stochastic Processes. New York.
(2) J. Wiley Lawler, G.F. (2000), Introduction to Stochastic Processes, Chapmann&Hall/CRC Probability.
(3) Papoulis, A., (1991). Probability, Random Variables and Stochastic Processes, Third edition, McGRAW-HILL International, Singapore.
|
| Planned Learning Activities and Teaching Methods |
- Experiment
- Problem Solving
- Questions/Answers
- Lecture
|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
35 |
| Assignment |
1 |
8 |
| Project |
1 |
7 |
| Total(%) |
|
50 |
| Contribution of In-term Studies to Overall Grade(%) |
|
50 |
| Contribution of Final Examination to Overall Grade(%) |
|
50 |
| Total(%) |
|
100 |
|
| ECTS Allocated Based on Student Workload |
| Activities |
Quantity |
Duration (Hour) |
Total Workload (Hour) |
| Midterm exam |
1 |
2 |
2 |
| Preparation for Quiz |
|
|
|
| Individual or group work |
14 |
12 |
168 |
| Preparation for Final exam |
1 |
25 |
25 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
25 |
25 |
| Laboratory (including preparation) |
|
|
|
| Final exam |
1 |
2 |
2 |
| Homework |
2 |
14 |
28 |
| Total Work Load | 292 |
| Total Work Load / 30 (h) | 9.73 |
| ECTS Credit of the Course | 10 |
|
| Language of Instruction | Turkish |
| Work Placement(s) | No |