Webrelaunch 2020

Stochastic Methods in Industry (Wintersemester 2007/08)

Vorlesung: Montag 8:00-9:30 Seminarraum 33
Donnerstag 8:00-9:30 Seminarraum 33
Übung: Freitag 14:00-15:30 Seminarraum 33

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.

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


  • 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.