Optimization and Operations Research 20

Lecturer:

Jana Kučerová (gar.), Jaroslav Klvaňa

Tutor:

Jana Kučerová (gar.), Jaroslav Klvaňa

Supervisor:

Department of Applied Informatics

Synopsis:

The course may either continue the course

Optimization and Operations Research 10 or may be studied

separately. Important deterministic and stochastic models are

introduced ranging from Multicriterial Decision Making to

Queuing Theory. Applications will be shown as appropriate in

seminars.

Requirements:

Syllabus of lectures:

1. Stochastic Models. Types of Stochastic Processes. Markov Process.

2. Commonly Used Distributions and their Applications.

3. Introduction to Queuing Theory.

4. Basic Elements of Queuing Systems.

5. Analysis of simple Queuing Systems.

6. Queuing Networks.

7. Introduction to Simulation.

8. Random Variable Generation.

9. Discrete Simulation Models and Monte Carlo Method.

10. Multicriterial Decision Making.

11. Inventory Control (Deterministic and Stochastic).

12. Regression and Correlation Analysis.

13. Cluster Analysis.

Syllabus of tutorials:

Study Objective:

Study materials:

1.C.S. Newton, R.A. Sarker: Optimization Modelling. CRC Press 2007

2. R.Jain: The Art of Computer Systems Performance Analysis. Wiley 1991

Note:

Time-table for winter semester 2011/2012:

Time-table is not available yet

Time-table for summer semester 2011/2012:

Time-table is not available yet

The course is a part of the following study plans: