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課程名稱 |
隨機過程
Introduction to Stochastic Modeling |
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開課學期 |
100-1 |
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授課對象 |
工學院 工業工程學研究所 |
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授課教師 |
吳政鴻 |
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課號 |
IE5032 |
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課程識別碼 |
546 U6010 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期一5,6,7(12:20~15:10) |
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上課地點 |
博雅312 |
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備註 |
總人數上限：30人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1001SP |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
This is an introductory course for students to earn fundamental understanding of stochastic processes and probability methods in engineering.
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課程目標 |
Topics:
1. Random Variables
2. Conditional Probability and Conditional Expectation
3. The Exponential Distribution and Poisson Processes
4. Renewal Processes
5. Discrete Time Markov Chains
6. Continuous Time Markov Chains
7. An Introduction to Queueing Theory and the Control of Queueing Systems |
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課程要求 |
Course grades are determined from performance on homework assignments, quizzes, midterm, and final exam. Grading is based on the final exam (35%), midterm exam (35%), Homework and short in-class quizzes (30%).
Course Policies:
• Homeworks: Homework assignments will be posted on the web a week before the due date. All homework assignments are due next week at the beginning of class. No late homework will be accepted.
• Quizzes: The quizzes are designed to develop your ability to solve problems since there is a significant difference between understanding the material and applying it to solving problems. You are allowed to use one A4 size cheat sheet (handwritten, single-sided) during each of the quizzes. Late arrivals will not be given additional time on the quiz.
• Midterm and Final Exam: You are allowed to use four A4 cheat sheets (single-sided handwritten) in the exam. The cheat sheets can possible be the cheat sheets that you prepared for the quizzes.
• Notify me ASAP if you are unable to take an exam or meet a deadline for any reasons. I must hear from you (either in person, or by email, or by voice mail) prior to the exam or the due date. Any excuses will need to be appropriately documented. In each instance, we will discuss how you will make up for the missed work.
• Individual work policies and honor code: You are allowed (indeed, encouraged) to consult with other students enrolled in the class during the conceptualization of a problem. However, all submitted homework assignments (including computer codes and outputs, if relevant) should represent your own efforts. In particular, you are not allowed to obtain, look at, use, or in anyway attempt to derive advantage from the existence of solutions for this or other.
• Exam re-grading policy: If you want to have the exam regraded, you must submit the exam together with a written explanation. This must be done within three days from the date the exam was returned. Be aware that a regrade request will result in the regrade of all problems so that you may lose or gain points.
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預期每週課後學習時數 |
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Office Hours |
另約時間 備註： by appointment |
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指定閱讀 |
1. Sheldon M. Ross, Introduction to Probability Models, 9th edition, Academic Press, 2002 |
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參考書目 |
1. Sheldon M. Ross, Stochastic Processes, 2nd edition, Wiley, 1995
2. Sidney Resnick, Adventure in Stochastic Processes, 1st edition, Birkhauser, 1992
3. Samuel Karlin and H. E. Taylor, A First Course in Stochastic Processes, 2nd edition, Academic Presses, 1975
4. John R. Birge and F. Louveaux, Introduction to Stochastic Programming, Springer, 1997
5. Linn I. Sennott, Stochastic Dynamic Programming and the Control of Queueing Systems, Wiley, 1999
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Final Exam. |
35% |
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2. |
Midterm Exam. |
35% |
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3. |
Reading, presentation, homework, and quizzes |
30% |
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