INMA 2470 - Modélisation stochastique

Semester
1st semester 2011

Aims
Introduction to stochastic processes used for modeling random systems and their most common applications. In particular we study methods to compute the operating characteristics of such processes.

Main themes
Introduction to stochastic models in operations research. Study of renewal processes, Markov chains, Markov Processes, Markov Decision Processes. Applications to inventory models, queuing models, branching processes, random walks, etc.

Program