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<H4>Objectives</H4>This four-credit course deals with some of the techniques for modeling and optimizing systems under uncertainty. It aims to increase the capability of analyzing managerial problems under uncertainty which occur, for example, in inventory and production control, telecommunications, maintenance, and insurance. The emphasis is on providing insight and thorough understanding of renewal theory and the theory of discrete-time and continuous-time Markov processes, and applications of these theories in various areas. It includes practical work in formulating and analyzing probability models, and in communicating the results to users. <br>
<H4>Contents</H4>
<UL>
<LI>renewal theory; <br>
<LI>birth-death processes; <br>
<LI>discrete and continuous time Markov processes; <br>
<LI>static optimization under uncertainty; <br>
<LI>(s,S)-inventory strategies and strategies for production control; <br>
<LI>queueing applications, incl. M/M/c-model; <br>
<LI>applications in reliability and maintenance.</LI></UL>
<H4>Compulsory Reading</H4>
<OL>
<LI>H.C. Tijms, <I>A First Course in Stochastic Models</I>, John Wiley &amp; Sons Ltd, West sussex P019 8SQ, England, ISBN 0-471-49881-5. </LI></OL> <br>

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