IE-325 Stochastic Models

Asst. Prof. Dr. Savaş Dayanık

2008-2009- Summer

Probability review and conditional expectations. Discrete-time Markov chains. Markov decision processes. Poisson processes. Continuous-time Markov chains. Applications to inventory control, queuing systems, and cash management.

 Lecture 40 (2009-07-23)
Examples
 
 Lecture 39 (2009-07-23)
Limiting Probabilities (cont'd)
 
 Lecture 38 (2009-07-23)
Limiting Probabilities
 
 Lecture 37 (2009-07-23)
Kolmogorov's backward/forward equations
 
 Lecture 36 (2009-07-23)
Continious-time Markov Chains Introduction (cont'd)
 
 Lecture 35 (2009-07-23)
Continious-time Markov Chains Introduction
 
 Lecture 34 (2009-07-21)
Examples
 
 Lecture 33 (2009-07-21)
Uniform Distribution and Poisson Distribution
 
 Lecture 32 (2009-07-17)
Distributions Related with Poisson Processes
 
 Lecture 31 (2009-07-17)
Examples with Poisson Processes (cont'd)
 
 Lecture 30 (2009-07-17)
Examples with Poisson Processes
 
 Lecture 29 (2009-07-16)
Poisson Processes
 
 Lecture 28 (2009-07-14)
Solution of Optimal Maintenance problem using Policy Iteration Algorithm
 
 Lecture 27 (2009-07-14)
Markov Decision Processes, Policy Improvement Algorithm (cont'd)
 
 Lecture 26 (2009-07-14)
Markov Decision Processes, Policy Improvement Algorithm
 
 Lecture 25 (2009-07-10)
Linear Programming Formulation
 
 Lecture 24 (2009-07-10)
Examples and Formulation
 
 Lecture 23 (2009-07-10)
Markov Decision Processes
 
 Lecture 22 (2009-07-09)
Age Replacement Policies
 
 Lecture 21 (2009-07-09)
Examples
 
 Lecture 20 (2009-07-09)
Long-run behavior of Markov Chains (contn'd)
 
 Lecture 19 (2009-07-07)
Examples
 
 Lecture 18 (2009-07-07)
Stationary Distributions
 
 Lecture 17 (2009-07-07)
Long-run behavior of Markov Chains
 
 Lecture 16 (2009-07-03)
Gambler's Ruin (contn'd), Age-replacement, Intro to long-run behavior of Markov Chains
 
 Lecture 15 (2009-07-03)
Random walk Gambler's ruin problem
 
 Lecture 14 (2009-07-03)
First-step Analysis
 
 Lecture 13 (2009-07-02)
First-step Analysis
 
 Lecture 12 (2009-07-02)
N-step transition probabilities
 
 Lecture 11 (2009-07-02)
Introduction to Markov Chains
 
 Lecture 10 (2009-06-30)
Introduction to Markov Chains
 
 Lecture 9 (2009-06-30)
Examples
 
 Lecture 8 (2009-06-30)

 
 Lecture 7 (2009-06-11)
Discrete distributions, Law of rare events
 
 Lecture 6 (2009-06-11)
Examples
 
 Lecture 5 (2009-06-11)
Random variable, Indicator random variables
 
 Lecture 4 (2009-06-09)
Random Variables, Cumulative Distribution Function
 
 Lecture 3 (2009-06-09)
Conditional Problems
 
 Lecture 2 (2009-06-09)
Probability Review
 
 Lecture 1
Poisson Processes contn'd
 

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