Stochastic Methods in Industry (Winter Semester 2007/08)
- Lecturer: Prof. Dr. Panamalai Ramarao Parthasarathy
- Classes: Lecture (1078), Problem class (1079)
- Weekly hours: 4+2
| Schedule | ||
|---|---|---|
| Lecture: | Monday 8:00-9:30 | Seminarraum 33 |
| Thursday 8:00-9:30 | Seminarraum 33 | |
| Problem class: | Friday 14:00-15:30 | Seminarraum 33 |
| Lecturers | ||
|---|---|---|
| Lecturer | Prof. Dr. Panamalai Ramarao Parthasarathy | |
| Office hours: | ||
| Room Allianz-Gebäude (05.20) | ||
| Email: Parthasarathy@stoch.uni-karlsruhe.de | Problem classes | Dr. Daniel Gentner |
| Office hours: | ||
| Room Allianz-Gebäude (05.20) | ||
| Email: | ||
Course content
Review of Stochastic processes; Queueing systems in equilibrium: Birth-death queueing models such as finite buffers, finite source, loss systems; Little's formula;
, 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
Online Summary
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 for time analysis of an M/M/1/4 queue
Problem Set 8
Problem Set 9
Problem Set 10
Problem Set 11
Problem Set 12
Problem Set 13
Problem Set 14
References
- 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.