## 授課老師

 【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

## 課程大綱

【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.   ﻿﻿

【2023/6/30 Calendar】教師送繳非應屆畢業生111學年度第2學期成績截止Deadline for 2023 Spring Semester Grade Submission   ♠   【2023/7/3 Calendar】112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2023 Summer In-service Master Program Begins, Registration   ♠   【2023/7/3 Calendar】暑期班選課及繳費開始(至7日止)Course Selection and Fee Paying Begins for Summer Session (7/3-7/7)   ♠   【2023/7/31 Calendar】111學年度第2學期研究生論文口試結束Thesis Defense Ends   ♠   【2023/7/31 Calendar】111學年度第2學期結束2023 Spring Semester Ends   ♠   【2023/8/1 Calendar】112學年度第1學期開始2023 Fall Semester Begins   ♠   【2023/8/14 Calendar】新生申請112學年度第1學期學雜費減免(至25日止)   ♠   【2023/6/31 Calendar】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   ♠   【2023/8/21 Calendar】112學年度入學各級新生、轉學生選課(至24日止)Course Selection for New Students/Transfer Students in Fall 2023 (8/21-8/24)   ♠   【2023/8/21 Calendar】112學年度入學各級新生、轉學生選課(至24日止)Course Selection for New Students/Transfer Students in Fall 2023 (8/21-8/24)   ♠   【 2023/6 /12 - 6/16 Calendar】期末考開始   ♠   【2023/8/29 Calendar】112學年度第1學期第3次選課開始(至31日止)3rd Course Selection Period (8/29-8/31)   ♠   【 2023/6/15 - 6/19 Calendar】112學年度第1學期第2次選課開始(至19日止)2nd Course Selection Period for 2023 Fall Semester (6/15-6/19)   ♠   【 2023/6/19 Calendar】暑假開始Summer Vacation Begins   ♠   【2023/2023/9/11 Calendar】全校各級學生上課開始、註冊日Class Begin, Registration!受理軍公教遺族就學減免申請(至15日止)!弱勢助學金申請(至10月6日止)!   ♠   【 2023/6/22- 6/23 Calendar】端午節Dragon Boat Festival   ♠   【2023/9/29 Calendar】中秋節Mid-Autumn Festival (no class)   ♠   【2023/10/9 Calendar】國慶日彈性放假，課程由教師自行擇期補課Holiday-Double Tenth Day (no class: make-up classes will be scheduled)   ♠   【 2023/6/30 Calendar】教師送繳非應屆畢業生111學年度第2學期成績截止Deadline for 2023 Spring Semester Grade Submission   ♠   【2023/10/9-12/3 Calendar】期中教學意見反映(至12月3日止) Mid-term Feedback on Teaching (10/9-12/3)   ♠   【2023/10/10 Calendar】國慶日Double Tenth Day (no class)   ♠   【2023/10/30 Calendar】112學年度第1學期申請課程停修開始(至11月24日止)Course Withdrawal Begins (10/30-11/24)   ♠   【2023/11/15 Calendar】校務會議University Council Meeting   ♠   【2023/12/8 Calendar】教學意見調查開始(至113年1月7日止)Online Course Evaluation (12/8-1/7)   ♠   【2024/1/1 Calendar】開國紀念日New Year's Day (no class)   ♠   【2024/1/8 Calendar】期末考試開始(至12日止，彈性學期週數16或17週課程依公告之課程大綱辦理)Final Exams (1/8-1/12)   ♠   【2024/1/15 Calendar】寒假開始Winter Break Begins!   ♠   【2024/2/8 Calendar】春節彈性放假Holiday-Chinese New Year   ♠   【2024/2/9 Calendar】除夕Chinese New Year’s Eve   ♠   【2024/2/10-2/14 Calendar】春節及春節彈性放假(至14日止)Chinese New Year   ♠   【2024/2/19 Calendar】全校各級學生上課開始、註冊日Classes Begin, Registration   ♠   【2024/2/28 Calendar】和平紀念日228 Peace Memorial Day (No Class)   ♠   【2024/3/1-3/3 Calendar】梅竹賽(1日至3日，1日下午停課，由教師自行擇期補課；若停賽則正常上課)(暫訂) [Tentative] Mei-Chu Game (3/1-3/3)   ♠