Inleiding Kansrekening en Programmeermethoden
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
You will learn the basic concepts of Markov and renewal processes, such as transient distributions and limiting probability distributions. Moreover, you will learn the basic concepts of queueing theory, such as average number of customers, mean waiting time of a customer. Finally, you will learn the basic concepts of Markov decision processes, such as backward analysis, policy improvement, value iteration and linear programming. After taking this course you will be able to use the corresponding theory for modeling and problem solving in stochastic optimization.
You will find the timetables for all courses and degree programmes of Leiden University in the tool MyTimetable (login). Any teaching activities that you have sucessfully registered for in MyStudyMap will automatically be displayed in MyTimeTable. Any timetables that you add manually, will be saved and automatically displayed the next time you sign in.
MyTimetable allows you to integrate your timetable with your calendar apps such as Outlook, Google Calendar, Apple Calendar and other calendar apps on your smartphone. Any timetable changes will be automatically synced with your calendar. If you wish, you can also receive an email notification of the change. You can turn notifications on in ‘Settings’ (after login).
For more information, watch the video or go the the 'help-page' in MyTimetable. Please note: Joint Degree students Leiden/Delft have to merge their two different
Mode of instruction
Weekly lectures (4 hours) and compulsory weekly hand-in assignments.
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.
The lecture notes will be available from the end of January and can also be downloaded from the web page below.
From the academic year 2022-2023 on every student has to register for courses with the new enrollment tool MyStudyMap. There are two registration periods per year: registration for the fall semester opens in July and registration for the spring semester opens in December. Please see this page for more information.
Please note that it is compulsory to both preregister and confirm your participation for every exam and retake. Not being registered for a course means that you are not allowed to participate in the final exam of the course. Confirming your exam participation is possible until ten days before the exam.
Extensive FAQ's on MyStudymap can be found here.
Odysseas Kanavetas: o dot kanavetas at math dot leidenuniv dot nl
We will use Brightspace for all communication and https://sites.google.com/site/sbkleiden/