Faculty of Engineering and Natural Sciences · Industrial Engineering (English 30%) · Undergraduate
ECTS: 5 T+P+L: 3+0+0 Departmental Elective
Coordinator: Arş. Gör. Biset TOPRAK
Course Objective
This course aims to teach students how to model uncertainties in engineering problems, create discrete and continuous time Markov chain models, and apply solution methods by formulating finite/infinite period stochastic optimization problems.
Course Content
Conditional probability and expected value
Discrete and continuous time Markov chains
Poisson process
Modeling queuing systems – single and multi-server queues
Core Area Distribution
(46) Mathematics and Statistics%50 (52) Engineering and Engineering Trades%50
Teaching Methods
ExpressionQuestion-AnswerSelf studyProblem Solving
Assessment & Evaluation
HomeworkTesting (Essay / Tests: True-Falls, multiple-choice, short answer, matching)
ECTS / Workload
| Activity | Quantity | Duration (h) | Total Workload |
|---|---|---|---|
| Course Duration (Including Exam Week) | 16 | 3 | 48 |
| Out of Class Study Period | 16 | 3 | 48 |
| Midterm | 1 | 4 | 4 |
| Quiz | 0 | 0 | 0 |
| Assignment | 5 | 5 | 25 |
| Practice | 0 | 0 | 0 |
| Final | 0 | 0 | 0 |
Course Schedule
| Week | Subject | Preparation |
|---|---|---|
| 1 | Conditional probability and expected value | Conditional probability and expected value |
| 2 | Conditional probability and expected value | Conditional probability and expected value |
| 3 | Discrete time Markov chains | Discrete time Markov chains |
| 4 | Discrete time Markov chains | Discrete time Markov chains |
| 5 | Discrete time Markov chains | Discrete time Markov chains |
| 6 | Discrete time Markov chains | Discrete time Markov chains |
| 7 | midterm exam | midterm exam |
| 8 | Probabilistic dynamic programming, Markov decision processes | Probabilistic dynamic programming, Markov decision processes |
| 9 | Markov decision processes | Markov decision processes |
| 10 | Poisson process | Poisson process |
| 11 | Poisson process, continuous time Markov chains | Poisson process, continuous time Markov chains |
| 12 | Poisson process, continuous time Markov chains | Poisson process, continuous time Markov chains |
| 13 | Sürekli zaman Markov zincirleri, kuyruk teorisi | Sürekli zaman Markov zincirleri, kuyruk teorisi |
| 14 | Sürekli zaman Markov zincirleri, kuyruk teorisi | Sürekli zaman Markov zincirleri, kuyruk teorisi |
| 15 | Queuing theory | Queuing theory |
| 16 | Queuing theory | Queuing theory |