線上人數: 182

11002 工業工程與工程管理學系 隨機過程

授課老師

課程試聽
張國浩 教授
國立清華大學工業工程與工程管理學系    教授 
美國普渡大學工業工程   博士 
【網站】 https://ieem.site.nthu.edu.tw/p/404-1310-37792.php?Lang=zh-tw
【授課】
大數據分析、隨機最佳化、蒙地卡羅模擬、應用機率與統計
【榮譽】 2017 IEEE Transactions on Semiconductor Manufacturing Best Paper Award
 
2016 科技部產學合作優良獎
2016 中研院年輕學者著作獎 
2015 科技部優秀年輕學者計畫 
2015 The K.D. Tocher Medal by The OR Society  
2015 科技部吳大猷先生紀念獎 
2015 IIE Transactions Best Application Paper Award 
2015 國立清華大學工學院傑出導師獎 
2013 國立清華大學新進人員研究獎 
2013 中國工業工程師學會優秀年輕工業工程師獎
2012 INFORMS Bonder Scholar Research Award

最新消息

課程大綱

尋找興趣,提早準備,贏在起跑點!!想追求更多課本以外的專業知識嗎? 清華大學開放式課程為你種植了一座學習資源森林,等你來探索!現在就走進開放式課程的森林,品嚐最甜美的知識果實! 
 
 
【Prerequisites】
  IEEM203000 (Engineering Statistics) or equivalent basic probability course.
 

【Textbook】
  Introduction to Probability Models, 10th Ed. by Sheldon M. Ross, Academic 

Press, 2009 (or the newest version). 

 

【Student Learning Objectives】
♠  To develop an ability to model dynamical processes as stochastic processes;  
  To develop an understanding of important qualitative characteristics of 

stochastic processes; 
  To develop an ability to analyze basic stochastic processes. 

 

 

【Course Topics】
      Chapter 3. Conditional Probability and Conditional Expectation
      Chapter 4. Markov Chains
      Chapter 5. The Exponential Distribution and the Poisson process
      Chapter 6. Continuous-time Markov Chain (CTMC)
      Chapter 7. Renewal theory and its applications 
      Chapter 8. Queueing Theory 
           Student presentation (1 week) 
 
 
 
【General Policies】
This course will adopt the “flip-classroom” mode, that is, lecture videos will be provided on a weekly basis before the class time. Students are required to watch the videos and bring their questions to the classroom. The instructor will answer the questions until everything is CLEAR. Quiz will be conducted to ensure that students have a full understanding about the teaching materials. Finally, class exercises will be provided with students to practice in class in groups. Discussion about the exercises are expected. 
♠  Class Exercises

You will team up with up to 3 team members, work on class exercises together and present your answers on a luck-draw system. The exercises are designed to improve your understanding of the class materials and give you a chance to learn and interact with your classmates. The same team will be give the same grade based on the correctness of the answer and the presentation if any. 
 Homework

Homework will be assigned roughly weekly while I will not collect them. You are also encouraged to discuss homework with your classmates and learn from each other
 Quizzes

Quizzes are given on a weekly basis. All the quiz problems are strongly related (or identical) with the homework problems. You should fully understand every homework problem in order to get good grades for the quiz
Exams

Exams will cover material discussed in class. The two midterm and final examinations are close book and notes. No make up exams! Final exam is cumulative. The exact date of midterm exams is given as below (additional information
   
  
 
【Final Project】
The goal of the project is to learn about an application area where stochastic process models have been successfully used to model realistic situations. You should choose an area you are interested in (such as manufacturing, inventory management, transportation, health care, finance, insurance, telecommunication, software reliability, etc.), study the related literature (paper, book etc.), and do some computational work. This will be a team project (four team members at most) for which you are required to prepare a project report (around 10 pages, not counting cover and reference list), written at a level that your classmates could read. Specifically, the report should include: 

 (1)  A background introduction of the application area
 (2) The description of your stochastic model. You should justify the appropriateness of 

stochastic modeling being used to model systems/processes in the chosen area. 
 (3) Work out numerical examples to demonstrate the use of stochastic process models in 

solving realistic problems and provide the managerial insights through your examples.
   ♠ A complete reference list is required. The final report (and the presentation slides) will be collected in class before your presentation starts, and plus, each team will make a 15-minute presentation in the last two weeks of this semester. More details about the order of presentation will be announced later.   

 

【4/7-5/20 Calendar】期中成績預警開始(至5月20日止)Academic Warning System Starts Sending out Alert !   ♠   【6/6 Calendar】休退學及畢業生退1/3學雜費(學分費)截止Last Day for 1/3 Tuition and Fees Refunded!   ♠   【5/13-6/12 Calendar】教學意見調查開始(至6月12日止)Online Course Evaluation (5/13-6/12)!   ♠   【6/6-6/10 Calendar】申請111學年度第1學期學雜費減免開始(至10日止)   ♠   【6/9-6/13 Calendar】111學年度第1學期第2次選課開始(至13日止)2nd Course Selection Period for 2021 Fall Semester (6/9-6/13)   ♠   【5/18 Calendar】全校游泳賽Swimming Competition   ♠   【6/11 Calendar】畢業典禮Commencement   ♠   【6/13-6/17 Calendar】期末考開始(至17日止)Final Exams (6/13-6/17)   ♠   【5/19-5/28Calendar】各系辦理大學個人申請甄試(19日至28日,由各系自行指定日期並於招生簡章分則公告)   ♠   【6/20 Calendar】教師送繳應屆畢業生110學年度第2學期成績截止Deadline for 2022 Spring Semester Grade Submission for Graduating Students   ♠   【5/26-5/30 Calendar】111學年度第1學期第1次選課開始(至30日止)1st Course Selection Period for 2022 Fall Semester (5/26-5/30)   ♠   【3/3- 5/20 學生事務處】中西合併健康一夏,健康體位活動,即日起至3月3日至衛保組報名參加!   ♠   【6/20 Calendar】暑假開始Summer Vacation Begins   ♠   【6/27 Calendar】暑期班選課及繳費開始(至7月8日止)Course Selection and Fee Paying Begins for Summer Session (6/27-7/8)   ♠   【5/26-5/30 Calendar】111學年度第1學期第1次選課開始(至30日止)1st Course Selection Period for 2022 Fall Semester (5/26-5/30)   ♠   【5/31Calendar】教師升等資料、教師進修及休假研究申請案送人事室截止Deadline for Submission of Faculty Promotion Application and Sabbatical Leave Application   ♠   【7/1 Calendar】111學年度暑碩專班上課開始、註冊日、休退學及畢業生免繳學雜費截止2022 Summer In-service Master Program Begins, Registration   ♠   【7/4 Calendar】教師送繳非應屆畢業生110學年度第2學期成績截止Deadline for 2022 Spring Semester Grade Submission   ♠   【5/13 研究發展處】【李亦園院士榮譽講座】紅樓夢與大數據的二重奏 / 黃一農院士,2022/5/13(五) 19:00-21:00   ♠   【6/3 Calendar】端午節Dragon Boat Festival (No Class)   ♠   【6/27-7/28 Calendar】暑期班選課及繳費開始(至7月8日止)Course Selection and Fee Paying Begins for Summer Session (6/27-7/8)   ♠   【7/4 Calendar】暑期班上課開始Summer Session Begins   ♠   【7/4 Calendar】教師送繳非應屆畢業生110學年度第2學期成績截止Deadline for 2022 Spring Semester Grade Submission!   ♠   【7/21 Calendar】111學年度暑碩專班休退學及畢業生退2/3學雜費(學分費)截止Last Day for 2/3 Tuition and Fees Refunded(graduates or full withdrawal of 2022 Summer In-service Master Program)   ♠   【7/31 Calendar】110學年度第2學期研究生論文口試結束 Thesis Defense Ends   ♠   【7/31 Calendar】110學年度第2學期結束2022 Spring Semester Ends   ♠   【8/1 Calendar】111學年度第1學期開始2022 Fall Semester Begins   ♠   【8/1-8/8 Calendar】暑期班申請課程停修開始(至8日止)Summer Session Withdrawal (8/1-8/8)   ♠   【8/11 Calendar】111學年度暑碩專班休退學及畢業生退1/3學雜費(學分費)截止Last Day for 1/3 Tuition and Fees Refunded(graduates or full withdrawal of 2022 Summer In-service Master Program)   ♠   【8/18 Calendar】111學年度入學各級新生、轉學生選課(至22日止)Course Selection for New Students/Transfer Students in Fall 2022 (8/18-8/22)   ♠   【5/13 研究發展處】【李亦園院士榮譽講座】紅樓夢與大數據的二重奏 / 黃一農院士,2022/5/13(五) 19:00-21:00!   ♠   【8/29 Calendar】111學年度第1學期第3次選課開始(至9月1日止)3rd Course Selection Period (8/29-9/1)   ♠   【8/29 Calendar】暑期班期末考試(至9月2日止)Final Exams for Summer Session (8/29-9/2)   ♠   【5/6計算機與通訊中心】新版校園網路測速網站https://speedtest.nthu.edu.tw已上線!   ♠   【5/13研究發展處】【李亦園院士榮譽講座】紅樓夢與大數據的二重奏 / 黃一農院士,2022/5/13(五) 19:00-21:00   ♠   【5/10台北政經學院】【台北政經學院演講系列】「中國文化軟實力」(Chinese Cultural Soft Power) / Martin Dimitrov教授(Tulane University),2022年5月10日(二) 9 am   ♠   【5/10台北政經學院】【台北政經學院演講系列】「中國文化軟實力」(Chinese Cultural Soft Power) / Martin Dimitrov教授(Tulane University),2022年5月10日(二) 9 am   ♠   【5/10台北政經學院】【台北政經學院演講系列】「中國文化軟實力」(Chinese Cultural Soft Power) / Martin Dimitrov教授(Tulane University),2022年5月10日(二) 9 am   ♠   【5/17台北政經學院】【台北政經學院演講系列】「評估台海衝突前景」(Assessing the Prospects for Conflict in the Taiwan Strait) / Scott L. Kastner教授 (University of Maryland),2022年5月17日(二) 9 am   ♠   【5/8-5/22 藝術學院】2022/5/8 – 5/22 藝術學院學士班第一屆畢業展覽「破ㄩ:假如你我口口口口」-假說性的破ㄩ派宣言,邀請您蒞臨展場觀展、駐足與討論。   ♠   【5/6體育室】111全校游泳賽 / SUP立式划槳競賽,學生組新增女生4x50公尺混合式接力、男女4×50 公尺混合式接力 表演賽。5/6下午5點截止報名   ♠   【5/25學生事務處】【線上講座報名中】心的焦響曲 - 練習與焦慮共舞5/25(三)晚上6點半   ♠   【5/14清華學院】【天下書院】新竹廟宇一日小旅行 5/14(六)上午10點~下午4點!   ♠   【4/30、5/7、5/14清華學院】【天下書院】大使圓桌:昔日駐法大使「呂慶龍大使」|4/30、5/07、5/14!   ♠