Scheda programma d'esame
METODI NUMERICI PER CATENE DI MARKOV
|METODI NUMERICI PER CATENE DI MARKOV/a
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KnowledgeThe student who successfully completes the course will have the ability to to know computational and applicative issues related to Markov chains and queueing theory. In particular, he/she will be able to apply advanced algorithms for the efficient numerical solution of Markov chains
Assessment criteria of knowledgeWith the oral presentation, to be made to the teacher and possibly the other students, the student must demonstrate the ability to approach a circumscribed research problem, and organise an effective exposition of the results.
- Final oral exam
- Final essay
seminar presentation 80% approach to a research problem 20%
Delivery: face to face
- attending lectures
- participation in seminar
- individual study
- Laboratory work
SyllabusIntroduction to Markov chains and related computational problems. Theory of nonnegative matrices. Numerical methods for finite Markov chains. Markov chains of M/G/1 type. Numerical methods for infinite structured Markov chains, like M/G/1-type, Quasi-birth and death processes.
BibliographyRecommended reading includes the following books: D.A. Bini, G. Latouche, B. Meini, Numerical Methods for Structured Markov Chains, Oxford University Press 2005; G. Latouche, V. Ramaswami, Introduction to Matrix Analytic Methods in Stochastic Modeling, SIAM 1999; W.J. Stewart, Introduction to the Numerical Solution of Markov Chains. Princeton University Press, 1994.
Ultimo aggiornamento 14/11/2016 17:27