Subject, Stochastic processes in logistics, focuses on the processes that change with time and space according to the laws of probability. A real-world process is deterministic, if under the equivalent experimental conditions, the output value remains the same, and is stochastic, if the presence of random variable described by a probability density function leads to the random changes in the output value. Firstly, the course introduces theoretical foundations of probability theory, characteristics of random variables, distributions and statistical indicators. Secondly, the Markov processes with discrete/continuous states in discrete/continuous time are presented as fundamental stochastic processes. Furthermore, the insight into the Poisson processes and their applications of simple queuing systems is given. During the course, students are faced with methods of mathematical analysis, which importance is reflected with the analytical examination of concrete problem. Therefore students are capable of understanding the issues and are able to seek an adequate way to address the problem.
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Izvajalec: izr. prof. dr. Dragan Dejan
Asistent: asist. Vizinger Tea