IV075 Seminar on stochastic methods

Faculty of Informatics
Autumn 2009
Extent and Intensity
0/0/4. 2 credit(s). Type of Completion: z (credit).
Teacher(s)
prof. RNDr. Antonín Kučera, Ph.D. (lecturer)
Guaranteed by
prof. RNDr. Mojmír Křetínský, CSc.
Department of Computer Science – Faculty of Informatics
Contact Person: prof. RNDr. Antonín Kučera, Ph.D.
Timetable
Wed 10:00–13:50 B403
Prerequisites (in Czech)
SOUHLAS
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
there are 40 fields of study the course is directly associated with, display
Course objectives
The course concentrates on selected topics in applied probability theory. A special attention is devoted to applications in modeling and verification of stochastic systems.
At the end of this course, students should be able to:
understand the basic theory of discrete-time and continuous-time stochastic processes;
understand the syntax and semantics of probabilistic temporal logics;
understand the basic results of stochastic game theory.
Syllabus
  • Stochastic processes. Discrete-time and continuous-time stochastic processes. Markov chains. Invariant and stationary probability distribution. Ergodic theorem.
  • Linear-time and branching-time temporal logics. Qualitative and quantitative formulae. Probabilistic CTL and CTL*. Game logics.
  • Turned-based stochastic games. Value and determinacy. Linear-time and branching-time objectives. Winning strategies. Probability and real-time systems.
Literature
  • PUTERMAN, Martin L. Markov decision processes : discrete stochastic dynamic programming. Hoboken, N.J.: Wiley-Interscience, 2005, xvii, 649. ISBN 0471727822. info
  • HERMANNS, Holger. Interactive markov chains : and the quest for quantified quality. Berlin: Springer, 2002, xii, 217. ISBN 3540442618. info
  • FILAR, Jerzy A. and Koos VRIEZE. Competitive Markov decision processes : with 57 illustrations. New York: Springer, 1997, xii, 393. ISBN 0387948058. info
  • CHUNG, Kai Lai. Markov chains : with stationary transition probabilities. Berlin: Springer-Verlag, 1967, x, 301. info
Teaching methods
Lectures, reading, discussions.
Assessment methods
Oral exam.
Language of instruction
Czech
Further comments (probably available only in Czech)
Information on completion of the course: Opakující se předmět, lze zapsat každý semestr
The course is taught each semester.
Information on course enrolment limitations: Výlučně po dohodě s přednášejícím
The course is also listed under the following terms Autumn 2010, Autumn 2011, Autumn 2012, Autumn 2013.
  • Enrolment Statistics (Autumn 2009, recent)
  • Permalink: https://is.muni.cz/course/fi/autumn2009/IV075