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Vijay Divas – July 26 th

Victory in the Kargil War – homage to those that struggled that we may live happily!. Vijay Divas – July 26 th. Introduction and Motivation. Introduction to Stochastic Modeling and Simulation (MEL770). Intro. Nomesh Bolia , Asst Professor, Mech Engg Education

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Vijay Divas – July 26 th

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  1. Victory in the Kargil War – homage to those that struggled that we may live happily! Vijay Divas – July 26th

  2. Introduction and Motivation Introduction to Stochastic Modeling and Simulation (MEL770)

  3. 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?

  4. 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

  5. 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

  6. 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

  7. 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

  8. Content of the course • DTMC • CTMC • Simulation • Discrete Event • Monte Carlo

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