Number of hours
- Lectures 13.5
- Projects -
- Tutorials 12.0
- Internship -
- Laboratory works -
- Written tests -
ECTS
ECTS 2.5
Goal(s)
- To be able to build stochastic models with Poisson process, Markov chains and queues
- To be able to identify Markovian processes and analyze its main characterizations and performance indexes
- To be able to understand Kendall notations, build queues models and analyze the global performances of a network of Markovian queues
Responsible(s)
Laurent LEFEVRE
Content(s)
- Poisson Process
- Discrete time Markov chains
- Coninuous time Markov chains
- Queuing theory: elementary queues
- Queuing theory: networks
Any undergraduate courses in:
- linear algebra (including matrix computation and analysis)
- probability (including discrete and continuous laws and convergence theorems)
Test
Calendar
The course exists in the following branches:
- Curriculum - Network and computer science - Semester 6
- Curriculum - EIS - Semester 6
Additional Information
Course ID : 3AMMA332
Course language(s):
The course is attached to the following structures:
You can find this course among all other courses.
Bibliography
- Queuing networks and Markov chains, Gunter BOLCH, Stefan GREINER, Hermann DE MEER and Kishor S. TRIVEDI, Wiley, 2006 (second edition)
- Théorie des files d'attente, des chaînes de Markov aux réseaux à forme produit. Bruno BAYNAT, Hermes, 2000
- Processus stochastiques. Dominique FOATA et Aimé FUCHS, Dunod, 2002
- Processus de Markov et applications, Etienne Pardoux, Dunod, 2007