Prospectus

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Stochastische Besliskunde

Course
2022-2023

Admission requirements

Inleiding Kansrekening en Programmeermethoden

Description

Stochastische Besliskunde (BKA) is an elective course in the second and third year that is being offered third in series of Besliskunde courses. An important aspect of this course is the mathematical modeling and analysis of practical quantitative problems.
In this course, a selection of the following topics is discussed:
1. Markov chains
2. Renewal theory
3. Markov Processes
4. Queueing theory
5. Markov decision processes
6. Simulation

Course objectives

none

Timetable

The schedule for the course can be found on MyTimeTable.

Mode of instruction

Weekly lectures (4 hours) and compulsory weekly hand-in assignments.

Assessment method

The final grade consists of two parts, being:

  • 12 homework assignments (25%)

  • written exam (75%)

The lowest two homework grades will not be incorporated when computing the average.
In order to pass the course, the weighted average of all three parts needs to be at least 5.5; the weighted average of the homework assignments (without the lowest two) at least 5.0; and the grade for the exam at least 5.0.
There is a written retake for the written exam. The homework assignments are considered a practical exam and are therefore not retakable.

Reading list

The lecture notes will be available from the end of January and can also be downloaded from the web page below.

Registration

Registration for the course is through Usis.

Contact

Odysseas Kanavetas: o dot kanavetas at math dot leidenuniv dot nl, room 226.

Remarks

We will use Brightspace for all communication and https://sites.google.com/site/sbkleiden/