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Institut für Stochastik

Sekretariat
Kollegiengebäude Mathematik (20.30)
Zimmer 2.056 und 2.002

Adresse
Hausadresse:
Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Englerstr. 2
D-76131 Karlsruhe

Postadresse:
Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Postfach 6980
D-76049 Karlsruhe

Öffnungszeiten:
Mo-Fr 10:00 - 12:00

Tel.: 0721 608 43270/43265

Fax.: 0721 608 46066

Stochastic Methods in Industry (Wintersemester 2007/08)

Dozent: Prof. Dr. Panamalai Ramarao Parthasarathy
Veranstaltungen: Vorlesung (1078), Übung (1079)
Semesterwochenstunden: 4+2


Termine
Vorlesung: Montag 8:00-9:30 Seminarraum 33
Donnerstag 8:00-9:30 Seminarraum 33
Übung: Freitag 14:00-15:30 Seminarraum 33
Dozenten
Dozent Prof. Dr. Panamalai Ramarao Parthasarathy
Sprechstunde:
Zimmer Allianz-Gebäude (05.20)
Email: Parthasarathy@stoch.uni-karlsruhe.de
Übungsleiter Dr. Daniel Gentner
Sprechstunde:
Zimmer Allianz-Gebäude (05.20)
Email:

Course content

Review of Stochastic processes; Queueing systems in equilibrium: Birth-death queueing models such as M/M/1, M/M/s, M/M/\infty, finite buffers, finite source, loss systems; Little's formula; M/G/1, Pollaczek-Khintchine formula; Blocking probabilities; reversibility; queueing decision models; open and closed queueing networks; applications to communication and manufacturing.

Static and dynamic EOQ models; Probabilistic single and multiperiod models ; EOQ with uncertain demand; S-s systems; Continuous review; exchange curves.

Script

Script of lecture

Online Summary

Main topics of the course
EOQ
Inventory Models

Problem Sheets

Problem Set 1
Problem Set 2
Problem Set 3
Problem Set 4
Solution 4
Problem Set 5
Problem Set 6
Problem Set 7
Maple Sheet zur zeitlichen Analyse einer M/M/1/4 Warteschlange
Problem Set 8
Problem Set 9
Problem Set 10
Problem Set 11
Problem Set 12
Problem Set 13
Problem Set 14

Literaturhinweise

  • H.A. Taha, Operations Research, an Introduction, Seventh Edition,2003, Prentice Hall, New Jersey.
  • W.L. Winston, Introduction to Probability models, Operations Research: Volume Two, Fourth Edition, Thompson, Belmont.