Graduate School of Science and Engineering

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MAT500X4(数学 / Mathematics 500)
Operations Research 1

Nobuyuki TAMURA

Class code etc
Faculty/Graduate school Graduate School of Science and Engineering
Attached documents
Year 2022
Class code YC506
Previous Class code
Previous Class title
Term 春学期授業/Spring
Day/Period 月2/Mon.2
Class Type
Campus 小金井
Classroom name 各学部・研究科等の時間割等で確認
Grade
Credit(s) 2
Notes
Class taught by instructors with practical experience
Category システム理工学専攻

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Outline (in English)

The aim of this course is to help students acquire the skills for mathematical and numerical analysis via stochastic models in management science. Students learn the basic theory of Markov chains and their related areas. In particular, monotone Markov chains and phase-type distributions as advanced topics, and batch arrival queues and queueing networks as applications are discussed.

By the end of the course, students should be able to do the followings:
1) to understand the properties of Markov chain
2) to analyze Markov chains numerically and theoretically
3) to utilize Markov chains in some topics related to management science

Grading will be decided based on short reports (60%) and in-class contribution (40%).

Default language used in class

日本語 / Japanese