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 |