Syllabus query

Academic Year/course: 2017/18

453 - Degree in Mathematics

27027 - Stochastic Optimisation

Syllabus Information

Academic Year:
27027 - Stochastic Optimisation
Faculty / School:
100 - Facultad de Ciencias
453 - Degree in Mathematics
First semester
Subject Type:

5.1. Methodological overview

Lectures (35% classes)

Problem resolution classes (50% classes)

Laboratories (15% classes)

5.2. Learning tasks

Lectures, problem resolution classes and laboratories.

Lecture slides and other important materials will be posted on Please check there regularly.

5.3. Syllabus

Course outline:

Topic 1: Decision Analysis.

Topic 2: Dynamic Programming.

Topic 3: Markov Chains.

Topic 4: Queuing Theory.

Topic 5: Simulation. 

5.4. Course planning and calendar

See the oficial scheduling in the Faculty of Sciences web page.

5.5. Bibliography and recommended resources

A.O. Allen. Probability, statistics, and queueing theory : with computer science applications. Academic Press, New York, 2nd edition, 1990.

U.N. Bhat. Elements of Applied Stochastic Processes. John Wiley and Sons, New York, 2nd edition, 1984.

D. Gross, J.F. Shortle, J.M. Thompson, C.M. Harris. Fundamentals of queueing theory. John Wiley and Sons, 4th edition, 2008.

D.P. Heyman, M.J. Sobel. Stochastic Models in Operations Research, vol. I. Dover Publications, INC, Mineola, NY, 1982.

F.S. Hillier, G.J. Lieberman. Introducción a la Investigación de Operaciones. McGrawHill, México, octava edition, 2006.

L. Kleinrock. Queueing Systems, vol. 1: Theory. John Wiley and Sons, New York, 1975.

L. Kleinrock. Queueing Systems, vol. 2: Computer Applications. John Wiley and Sons, New York, 1975.

V.G. Kulkarni. Modeling, Analysis, Design and Control of Stochastic Systems. Springer, New York, 1999.

A.M. Law, W.D. Kelton. Simulation Modeling and Analysis. McGrawHill, Boston, 3rd edition, 2000.

A. Ravindran, D.T. Phillips, J.J. Solberg. Operations Research. Principles and Practice. John Wiley and Sons, New York, 2nd edition, 1987.

K.S. Trivedi. Probability and Statistics with Reliability, Queuing and Computer Science Applications. John Wiley and Sons, 2nd edition, 2002.

W.L. Winston. Operations Research. Thomsom Brooks/Cole, Belmont, CA, 4th edition, 2004.