56:273 Stochastic Systems

Spring Semester 2002

Tentative syllabus, subject to changes!

Week Date

Lecture topic

 Reading

 1
  23 Jan Review of elementary probability
Stochastic processes, Poisson processes

 2
  28 Jan Discrete-time Markov chains

 3
  4 Feb Continuous-time Markov chains
Queueing models

 4
 11 Feb Dynamic programming

 5
  18 Feb Quadratic criterion/linear dynamics DP

 6
  25 Feb Markov decision processes (MDP) 

 7
  4 March Modeling languages: MPL, AMPL

 8
  11 March Applications of MDP, semi-MDP

 9
  18 March  --- SPRING BREAK! ---

 10
  25 March Stochastic LP with simple recourse

 11
  1 April Expected shortage/surplus function
Separable programming & grid refinement		  

 12
  8 April Benders partitioning & "L-shaped" method

 13
  15 April Applications of Stochastic LP 

 14
  22 April Stochastic decomposition
Chance-constrained LP 

 15
 29 April Multi-stage stochastic LP 

 16
  6 May Review 

 17
  14 May  FINAL EXAMINATION, Tuesday, 2:15 P.M.  

to SS home page.

http://www.alf.ie.engineering.uiowa.edu/bricker/ss_syllabus.html

dennis-bricker@uiowa.edu

Last modified: 24 January 2002