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Stochastic Computational Methods

Anotace

The course is devoted to methods of modeling and simulation of queueing systems. The student is acquainted with the methods used for modeling of mass control systems in time (so called transition analysis) and in steady state. Within the subject are discussed the models of individual mass control systems differing in assumptions, from the elementary Markov models to models requiring a more demanding mathematical apparatus. For simulation of mass control systems, the Petri color network is used.

Povinná literatura

BOLCH, Gunter. Queueing networks and Markov chains: modeling and performance evaluation with computer science applications. 2nd ed. Hoboken: Wiley, c2006. ISBN 0-471-56525-3.
ORTUZAR, Juan de Dios; WILLUMSEN, Luis G. Modelling transport. 2002.

Doporučená literatura

HENSHER, David A.; BUTTON, Kenneth J. (ed.). Handbook of transport modelling. Emerald Group Publishing Limited, 2007.
HILLIER, Frederick S. a LIEBERMAN, Gerald J. Introduction to operations research [CD-ROM]. 8th ed. Burr Ridge: McGraw-Hill Higher Education, c2005. ISBN 0-07-321114-1.
Introduction to logistics systems planning and control [online]. Hoboken: Wiley, 2005 [cit. 2018-01-10]. ISBN 0-470-01404-0 .
ZEIGLER, Bernard P., PRAEHOFER, Herbert a KIM, Tag Gon. Theory of modeling and simulation: integrating discrete event and continuous complex dynamic systems. 2nd ed. San Diego: Academic Press, c2000. ISBN 0-12-778455-1.
SOKOLOWSKI, John A. a BANKS, Catherine M., ed. Principles of modeling and simulation: a multidisciplinary approach [online]. Hoboken: John Wiley & Sons, 2008 [cit. 2018-01-10]. ISBN 978-0-470-40356-3.


Language of instruction čeština, angličtina
Code 342-0963
Abbreviation SVM
Course title Stochastic Computational Methods
Coordinating department Institute of Transport
Course coordinator doc. Ing. Michal Dorda, Ph.D.