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On July 26th, we observe Vijay Diwas, commemorating the victory of Indian forces in the Kargil War. This day is a tribute to the bravery and sacrifices of those who fought for our freedom, ensuring we live in peace. The sacrifices made by our soldiers inspire us to strive for excellence in our endeavors. This document also introduces the course on Stochastic Modeling and Simulation (MEL770) led by Asst. Professor Nomesh Bolia, detailing the course structure, evaluation methods, and relevant references for a robust understanding of stochastic systems.
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Victory in the Kargil War – homage to those that struggled that we may live happily! Vijay Divas – July 26th
Introduction and Motivation Introduction to Stochastic Modeling and Simulation (MEL770)
Intro • NomeshBolia, Asst Professor, MechEngg • Education • B-Tech, Mechanical Engg IIT Bombay • PhD, Operations Research, UNC Chapel Hill • Experience • Asst Business Analyst, Infotech Financial Pvt Ltd • Jr Research Fellow, TIFR • Interests • Research: Stochastic Modeling, Supply Chains, OR • Others: Adventures, Trekking, Biking, Reading • Class Intro: Name, dept-yr/hostel, Stats, why this class?
Mechanics of the Course • Lectures: • 80 mins: 5.00-6.20 PM every Tuesday, Wednesday @ III, 374 • Emphasis on problem solving (numericals, proofs) in class • Beginning of classes (10 mins): Applications, presentations by students (5% for this), starting next week • Practical: • Only Weekends: Aug 25, Sep 22 (both Saturdays) – might need to change due to unforeseen circumstances • Will involve solving problems, making simulation models (using software or otherwise); presenting progress on paper
Evaluation • Minor I – 10 % • Minor II – 10 % (cumulative) • Major – 20 % (cumulative) • Surprise Quiz + Lab Part. + Project/paper + class participation: 60 (20+20 + 15 +5) • 4-5 surprise quizzes • Paper presentation details below • Paper Presentations + report (summary of paper): • Choose papers from journals.informs.org (Interfaces, others) • Teams of 2-3 • Decide papers before minor I (EOD Aug 31st), else penalty of 5% • Work on it, present it after minor 2 according to schedule to be displayed, submit electronic report by Sun Nov 11th ) • Half a class of Presentations for each group@ end: Schedule of presentations TBA (25 min + 10 mins Q&A) • Paper presentations can be substituted by projects in exceptional cases, the schedule remains the same
References • Variety of sources • Probability: • Sheldon Ross (An Introduction to Probability Models) • VidyadharKulkarni (Modeling, Analysis, Design and Control of Stochastic Systems) • Simulation: • Discrete Event Simulation by George S Fishman • Best is to refer class notes
Before we begin.. • Any questions? • Class representative? • Email ids (comma separated) • All emails to mel761@courses.iitd.ac.in • Make sure you check webmail regularly, and make sure your name is there on the mailing list
Content of the course • DTMC • CTMC • Simulation • Discrete Event • Monte Carlo