Course: Stochastic Methods of Operational Research

« Back
Course title Stochastic Methods of Operational Research
Course code KID/XASMO
Organizational form of instruction Lecture + Lesson
Level of course Master
Year of study 2
Semester Winter
Number of ECTS credits 5
Language of instruction Czech
Status of course Compulsory
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Slavíček Ondřej, Mgr. Ph.D.
Course content
Theory of random processes. Point processes and its most important characteristics. Poisson random process, Markov processes, Markov chains. Method of nested chain by Markov. Theory of bulk service. Markov systems of bulk service, system M/M/n and its variations. Non-Markov systems of bulk service. System M/D/1, system M/G/1, system M/Ek/1, closed systems of bulk service. Theory of storage.Basic terms of the theory of storage, deterministic models of storage with and without deficit. Stochastic models of storage. Models of storage signaling changes, cyclic model of storage, statistical models of storage. Profit oriented models of storage. Renewal theory, renewal systems where objects get worn out. Renewal systems where elements break down, renewal equation, age structure, limit age structure.

Learning activities and teaching methods
Monologic (reading, lecture, briefing), Demonstration, Projection, Skills training
  • Contact teaching - 52 hours per semester
  • Home preparation for classes - 13 hours per semester
  • Preparation for a credit (assessment) - 85 hours per semester
Learning outcomes
The aim of the course is to teach the students most used methods of the operations research. These methods apply theory of probability and its use in transport, economics and other social sciences.
Student will be able to use methods of operational research in order to acquire exact solutions in various decision making situations.
Prerequisites
Prerequisite for successful mastering of this subject is knowledge of mathematics, graph theory, operations analysis, probability theory and statistics within the range taught at universities.

Assessment methods and criteria
Oral examination, Written examination, Home assignment evaluation

Exam comprises of two parts, teoretical and practical.
Recommended literature
  • HILLIER, Frederick a Gerald LIEBERMAN. Introduction to Operations Research. McGraw-Hill: Boston, 2010. ISBN 978-0-07-337629-5.
  • Jablonský, Josef. Operační výzkum : kvantitativní modely pro ekonomické rozhodování. Praha: Professional Publishing, 2002. ISBN 80-86419-42-8.
  • Linda, Bohdan. Stochastické metody operačního výzkumu. Bratislava: Statis, 2004. ISBN 80-85659-33-6.
  • SHORTLE, John F., James M. THOMPSON, Donald GROSS a Carl M. HARRIS. Fundamentals of queueing theory. Hoboken: New Jersey, 2018. ISBN 978-1-118-94352-6.
  • Unčovský, Ladislav. Stochastické modely operačnej analýzy. Bratislava: Alfa, 1980.
  • Zimola, Bedřich. Operační výzkum. Zlín: Univerzita Tomáše Bati, 2004. ISBN 80-7318-208-4.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester