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Stochastic Computational Methods

Type of study Doctoral
Language of instruction Czech
Code 342-0963/01
Abbreviation SVM
Course title Stochastic Computational Methods
Credits 10
Coordinating department Institute of Transport
Course coordinator doc. Ing. Michal Dorda, Ph.D.

Subject syllabus

1) Selected pieces of knowledge of probability theory - generating functions, random variables used in the queueing theory, convolution.
2) Baysian statistical principles.
3) Stochastic programming.
4) Theory of random processes with continuous and discrete time.
5) Advanced knowledge of the queueing theory - methods of input flow modeling, methods of modeling of the operating time, methods of calculation of performance measures.
6) Markov queueing systems and methods of their modeling in time (transition analysis).
7) Markov queueing systems and their modeling methods in steady state.
8) Modeling of queueing systems with Erlang input flow and / or Erlang service time.
9) Modeling of M/D/1, M/G/1 and G/M/1 queueing systems.
10) Multi-operator systems with service lines that do not work continuously (due to malfunctions, maintenance, etc.).
11) Queueing networks and their modeling.
12) Possibilities of computer modeling of queueing systems (Witness, colored Petri nets).

Literature

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.

Advised literature

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.