{"id":17879,"date":"2025-07-17T00:06:59","date_gmt":"2025-07-16T22:06:59","guid":{"rendered":"https:\/\/www2.mie.uth.gr\/?page_id=17879"},"modified":"2026-09-04T12:47:46","modified_gmt":"2026-09-04T09:47:46","slug":"%ce%bf%cf%800600-stochastic-models-in-operations-research-compulsory-type-3","status":"publish","type":"page","link":"https:\/\/mie.uth.gr\/?page_id=17879&lang=en","title":{"rendered":"\u039f\u03a00600\u00a0Stochastic Models in Operations Research (Core 3)"},"content":{"rendered":"\t\t
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\u039f\u03a00600 STOCHASTIC MODELS IN OPERATION RESEARCH (CORE 3)<\/h1>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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\u039f\u03a00600 STOCHASTIC MODELS IN OPERATION RESEARCH (CORE 3)<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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Course Information<\/h3>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t
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Course Outline<\/a><\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t

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\u03a0\u03bb\u03b7\u03c1\u03bf\u03c6\u03bf\u03c1\u03af\u03b5\u03c2 \u039c\u03b1\u03b8\u03ae\u03bc\u03b1\u03c4\u03bf\u03c2<\/h3>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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\u03a0\u03b5\u03c1\u03af\u03b3\u03c1\u03b1\u03bc\u03bc\u03b1 \u039c\u03b1\u03b8\u03ae\u03bc\u03b1\u03c4\u03bf\u03c2<\/a><\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t

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Course Category<\/strong>
Course Type<\/strong>
Secretary Code<\/strong>
Semester<\/strong>
Duration<\/strong>
ECTS Units
Sector<\/strong>
Instructor<\/strong><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t

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Undergraduate
Core 3
\u039f\u03a00600
5th (Winter)
5 hours\/week
6
Production Management and Industrial Administration
Deligiannis Michalis<\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t

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Course Category:<\/strong> Undergraduate
Course Type: <\/strong>Core 3
Secretary Code: <\/strong>\u039f\u03a00600
Semester: <\/strong>5th (Winter)
Duration: <\/strong>5 hours\/week
ECTS Units:\u00a0<\/strong>6
Sector:<\/strong> Production Management and Industrial Administration
\u0394\u03b9\u03b4\u03ac\u03c3\u03ba\u03c9\u03bd:\u00a0<\/strong>Liberopoulos Giorgos<\/a><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t

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<\/i>Aim<\/span><\/div>

During the course, students become familiarized with the development and analysis of models for performance evaluation and decision making in dynamic systems that are subject to uncertainty.<\/p><\/div>\n\t\t\t\t\t<\/div>

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<\/i>Syllabus<\/span><\/div>

MARKOV CHAINS<\/strong> <\/span>
Introduction and analysis:<\/strong><\/span> Prototype examples. Chapman\u2010Kolmogorov equations. State classification. First passage times.
Long\u2010run properties of Markov chains:<\/strong><\/span> Steady\u2010state (limiting) probabilities. Expected average cost per unit time. Absorption states.
Continuous\u2010time Markov chains:<\/strong><\/span> Formulation. Transition rates. Steady\u2010state (limiting) probabilities.
QUEUEING THEORY<\/strong> <\/span>
Models with exponential distributions:<\/strong><\/span> Prototype example. Basic structure of queueing models. Examples of real queueing systems. The role of the exponential distribution. The birth\u2010and\u2010death process. Queueing models based on the birth\u2010and\u2010death process.
Other models:<\/strong><\/span> Queueing models with nonexponential distributions. Priority\u2010discipline queueing models. Queuing networks.
Applications of queueing theory:<\/strong><\/span> Examples. Decision making process. Formulation of waiting\u2010cost functions. Decision models.<\/p><\/div>\n\t\t\t\t\t<\/div>

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<\/i>Literature<\/span><\/div>

Suggested Literature<\/strong><\/span><\/p>

  • \u00a0Taha, H.A. (2011) \u0395\u03b9\u03c3\u03b1\u03b3\u03c9\u03b3\u03ae \u03c3\u03c4\u03b7\u03bd \u0395\u03c0\u03b9\u03c7\u03b5\u03b9\u03c1\u03b7\u03c3\u03b9\u03b1\u03ba\u03ae \u0388\u03c1\u03b5\u03c5\u03bd\u03b1. \u0395\u03c0\u03b9\u03c3\u03c4\u03b7\u03bc\u03bf\u03bd\u03b9\u03ba\u03ae \u0395\u03c0\u03b9\u03bc\u03ad\u03bb\u03b5\u03b9\u03b1 \u03a3. \u039a\u03b1\u03c4\u03c3\u03b1\u03b2\u03bf\u03cd\u03bd\u03b7\u03c2. \u0395\u03ba\u03b4\u03cc\u03c3\u03b5\u03b9\u03c2 \u03a4\u03b6\u03b9\u03cc\u03bb\u03b1, ISBN 978\u2010960\u2010418\u2010327\u20102.<\/li>
  • Hillier F.S., Lieberman, G.J. 1985. \u0395\u03b9\u03c3\u03b1\u03b3\u03c9\u03b3\u03ae \u03c3\u03c4\u03b7\u03bd \u0395\u03c0\u03b9\u03c7\u03b5\u03b9\u03c1\u03b7\u03c3\u03b9\u03b1\u03ba\u03ae \u0388\u03c1\u03b5\u03c5\u03bd\u03b1, \u03a4\u03cc\u03bc\u03bf\u03c2 \u0391, \u03a4\u03b5\u03cd\u03c7\u03b7 \u0391\u2010\u0393,
    \u039c\u03b5\u03c4\u03ac\u03c6\u03c1\u03b1\u03c3\u03b7 \u2010 \u0395\u03c0\u03b9\u03bc\u03ad\u03bb\u03b5\u03b9\u03b1 \u0393. \u039f\u03b9\u03ba\u03bf\u03bd\u03cc\u03bc\u03bf\u03c5. \u0395\u03ba\u03b4\u03cc\u03c3\u03b5\u03b9\u03c2 \u03a0\u03b1\u03c0\u03b1\u03b6\u03ae\u03c3\u03b7, ISBN 978\u2010960\u2010020\u2010230\u20104.<\/li>
  • Hillier, F.S., Lieberman G.J. (2017) \u0395\u03b9\u03c3\u03b1\u03b3\u03c9\u03b3\u03ae \u03c3\u03c4\u03b7\u03bd \u0395\u03c0\u03b9\u03c7\u03b5\u03b9\u03c1\u03b7\u03c3\u03b9\u03b1\u03ba\u03ae \u0388\u03c1\u03b5\u03c5\u03bd\u03b1. \u0395\u03c0\u03b9\u03c3\u03c4\u03b7\u03bc\u03bf\u03bd\u03b9\u03ba\u03ae \u0395\u03c0\u03b9\u03bc\u03ad\u03bb\u03b5\u03b9\u03b1 \u0394\u03b9\u03b1\u03bc\u03b1\u03bd\u03c4\u03af\u03b4\u03b7\u03c2 \u0391. \u0395\u03ba\u03b4\u03cc\u03c3\u03b5\u03b9\u03c2 \u03a4\u03b6\u03b9\u03cc\u03bb\u03b1, ISBN 978\u2010960\u2010418\u2010604\u20104.<\/li>
  • \u03a6\u03b1\u03ba\u03af\u03bd\u03bf\u03c2, \u0394. \u03a3\u03c4\u03bf\u03c7\u03b1\u03c3\u03c4\u03b9\u03ba\u03ac \u039c\u03bf\u03bd\u03c4\u03ad\u03bb\u03b1 \u03c3\u03c4\u03b7\u03bd \u0395\u03c0\u03b9\u03c7\u03b5\u03b9\u03c1\u03b7\u03c3\u03b9\u03b1\u03ba\u03ae \u0388\u03c1\u03b5\u03c5\u03bd\u03b1. \u0391\u03c5\u03c4\u03bf\u03ad\u03ba\u03b4\u03bf\u03c3\u03b7, \u03a3. \u0391\u03b8\u03b1\u03bd\u03b1\u03c3\u03cc\u03c0\u03bf\u03c5\u03bb\u03bf\u03c2\u2010\u03a3. \u03a0\u03b1\u03c0\u03b1\u03b4\u03ac\u03bc\u03b7\u03c2 & \u03a3\u0399\u0391 (\u03b5\u03ba\u03c4\u03cd\u03c0\u03c9\u03c3\u03b7), \u0391\u03b8\u03ae\u03bd\u03b1, 2003.<\/li><\/ul>

    Related Academic Journals<\/strong><\/span><\/p>

    • Annals of Operations Research, Springer<\/li>
    • Discrete Event Dynamic Systems Theory and Applications, Springer<\/li>
    • European Journal of Operations Research, Elsevier<\/li>
    • Management Science, INFORMS<\/li>
    • Operations Research, INFORMS<\/li>
    • Probability in the Engineering and Informational Sciences, Cambridge University Press<\/li>
    • \u00a0Queueing Systems, Springer<\/li><\/ul><\/div>\n\t\t\t\t\t<\/div>
      \n\t\t\t\t\t
      <\/i>Teaching Language<\/span><\/div>

      Greek<\/p><\/div>\n\t\t\t\t\t<\/div>

      \n\t\t\t\t\t
      <\/i>Teaching Method<\/span><\/div>

      Lectures and Practice Exercises<\/p><\/div>\n\t\t\t\t\t<\/div>

      \n\t\t\t\t\t
      <\/i>Student Performance Evaluation<\/span><\/div>
      Written exams (Final +midterm)<\/strong><\/td>80%<\/td><\/tr>
      Homework<\/strong><\/td>20%<\/td><\/tr>
      \u00a0<\/td>\u00a0<\/td><\/tr><\/tbody><\/table><\/div>\n\t\t\t\t\t<\/div>
      \n\t\t\t\t\t
      <\/i>Workload (in hours)<\/span><\/div>

      \u00a0<\/h3>
      Activity<\/strong><\/td>Semester workload<\/strong><\/td><\/tr>
      Lectures<\/td>70<\/td><\/tr>
      Homework<\/td>30<\/td><\/tr>
      Independent Study<\/td>50<\/td><\/tr>
      Course Total<\/strong><\/td>150<\/strong><\/td><\/tr><\/tbody><\/table>

      \u00a0<\/h3>

      \u00a0<\/h3><\/div>\n\t\t\t\t\t<\/div><\/div>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"

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