Home > Bachelor degree > Degree > Subject > Ficha técnica

Ficha técnica de una asignatura en una titulación

6151 Stochastic Models in Operations Research - Three-year degree in Statistical Sciences and Techniques


Center
Faculty of Mathematics
Departament
Statistics and Operational Research
Lecturers in charge
Sin datos cargados
Met. Docent
Met. Avaluació
Final examination and project work
Bibliografia
Altiok, T and Meladed, B. Simulation modelling and analysis with ARENA. Cyber Research, Inc. and Enterprise Technology Solutions, Inc. 2001
Eppen, GD, Gould, FJ, Schmidt, Moore, JH and Weatherford, LR, Investigación de Operaciones en la Ciencia Administrativa., Prentice Hall, 1999.
Gross, D. y Harris, CM, Fundamentals of Queueing Theory, Wiley, 1998.
Kelton, W.D., Sadowski, R.P. and Sadowski, D.A., Simulation with ARENA, 2nd edition, WCB/McGraw Hill, 2002.
Law, AM and Kelton, WD, Simulation Modelling and Analysis, McGraw Hill, 2000.
Martín, Q., Investigación Operativa, Pearson/Prentice Hall, Madrid, 2003.
Romero, C. Teoría de la decisión multicriterio: conceptos, técnicas y aplicaciones, Alianza Editorial, 1993.
Continguts
1. M/M/s queue models
2. Non Markovian queue models
3. Systems, models and simulation
4. Modelling and analysis of the results of simulation
5. Models of inventories with deterministic demand
6. Models of inventories with probabilistic demand
7. Multiobjetive programming
8. Compromise Programming
9. Goal Programming
Objetius
The students will acquire knowledge and skills that will allow them to identify and resolve optimisation problems under different conditions of modelisation: static/dynamic, deterministic/stochastic and multiple objective.
The systematic study of this wide variety of situations will be applied to decision making through analytical development and simulation.
URL de Fitxa