11220 作業研究二 | Virtual CoE - College of Engineering, NTHU

- To develop an ability to model stochastic processes;
- To develop an understanding of important qualitative characteristics of stochastic processes;
- To develop an ability to analyze basic stochastic processes.

Course keywords

Markov Chains, Queueing Theory, Inventory Theory, Markov Decision Processes

Textbook

Introduction to Operations Research, Hiller and Lieberman, 2010

Course Topics

- Markov Chains (Chap. 29)
- Queueing Theory (Chap. 17)
- Inventory Theory (Chap. 18)
- Markov Decision Process (Chap. 19)
- Simulation (Chap. 20)
- Other interesting topics

Prerequisites

IEEM203000 (Probability Theory) or equivalent courses.

Lectures

Lecture 1：Markov Chains

Section 1 - Course overall View, Introduction of Stochastic Process (SP)

32:01

Section 2 - Introduction of Markov Chain, Transition Probabilities

29:03

Section 3 - Sub Recap

13:19

Section 4 - Chapman-Kolmogorov Equations, Classification of states of a Markov chain

46:00

Section 5 - Periodicity Properties

40:31

Section 6 - Expected/Actual Average Cost per Unit Time

32:24

Section 7 - Explanation of Lecture Materials, In-class Problem (Inventory Problem)

19:36

Section 8 - Recap of Inventory Problem

11:22

Section 9 - First Passage Time, Expected Recurrence Time, Probability of Absorption

38:18

Section 10 - Continuous Time Markov Chains, Steady-state Probabilities

40:54

Lecture 2：Queueing Theory

Section 1 - Basic Queueing Process, An Elementary Queueing Process, Terminologies and Notations

39:25

Section 2 - Exponential Distribution

38:02

Section 3 - Birth and Death Process

36:13

Section 4 - Birth and Death Process (2), The M/M/s model

25:20

Section 5 - The M/M/s model (2), M/M/s/K model and M/D/s model

38:23

Section 6 - The M/Ek/s model

15:31

Section 7 - Priority-Discipline Queueing models

38:57

Section 8 - Priority-Discipline Queueing models (2)

20:37

Lecture 3：Inventory Theory

Section 1 - Introduction, the EOQ Models (with Planned Shortages)

43:50

Section 2 - Deterministic Periodic-Review model, Dymanic Programming

31:52

Section 3 - Deterministic Multiechelon Inventory Models for Supply Chain Management, Trap of Optimizing the Two Installation Separately

19:41

Section 4 - Sub Recap

40:09

Section 5 - A Model for a Serial Multiechelon System

26:44

Section 6 - Stochastic Continuous-Review Model, Stochastic Single-Period Model for Perishable Products

47:28

Uploaded Homework

Download

No File

Prof. Chang Kuo-Hao

Dept. Industrial Engineering and Engineering Management

Research Field

Big Data Analytics; Stochastic Optimization; Monte Carlo Simulation; Applied Probability and Statistics

✉️ E-mail

👨‍🏫 Introduction

🌐 Personal Website