## 2DI60

Stochastic operations research

Finite and infinite geometric series summation, the power series of the exponential function, solution of linear systems, computation of expectations for functions of random variables, through integration and summation, the exponential function, the Poisson process, discrete time Markov chains, renewal processes, continuous time Markov chains, introduction to queuing theory (M/M/1, M/M/s, finite population models, birth and death queues, M/G/1, G/M/1, G/G/1, G/G/s), open and closed networks of queues. All topics will be handled both through the use of a computer and without the help of technology.

Syllabus