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
Course objectives
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.
Timetable
In MyTimetable, you can find all course and programme schedules, allowing you to create your personal timetable. Activities for which you have enrolled via MyStudyMap will automatically appear in your timetable.
Additionally, you can easily link MyTimetable to a calendar app on your phone, and schedule changes will be automatically updated in your calendar. You can also choose to receive email notifications about schedule changes. You can enable notifications in Settings after logging in.
Questions? Watch the video, read the instructions, or contact the ISSC helpdesk.
Note: Joint Degree students from Leiden/Delft need to combine information from both the Leiden and Delft MyTimetables to see a complete schedule. This video explains how to do it.
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 the two 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
As a student, you are responsible for enrolling on time through MyStudyMap.
In this short video, you can see step-by-step how to enrol for courses in MyStudyMap.
Extensive information about the operation of MyStudyMap can be found here.
There are two enrolment periods per year:
Enrolment for the fall opens in July
Enrolment for the spring opens in December
See this page for more information about deadlines and enrolling for courses and exams.
Note:
It is mandatory to enrol for all activities of a course that you are going to follow.
Your enrolment is only complete when you submit your course planning in the ‘Ready for enrolment’ tab by clicking ‘Send’.
Not being enrolled for an exam/resit means that you are not allowed to participate in the exam/resit.
Contact
Odysseas Kanavetas: o dot kanavetas at math dot leidenuniv dot nl
Remarks
We will use Brightspace for all communication and https://sites.google.com/site/sbkleiden/
Software
Starting from the 2024/2025 academic year, the Faculty of Science will use the software distribution platform Academic Software. Through this platform, you can access the software needed for specific courses in your studies. For some software, your laptop must meet certain system requirements, which will be specified with the software. It is important to install the software before the start of the course. More information about the laptop requirements can be found on the student website.