FI:IV075 Seminar on stochastic methods - Course Information

IV075 Seminar on stochastic methods

Extent and Intensity

0/0/4. 2 credit(s). Type of Completion: z (credit).

Teacher(s)

doc. RNDr. Tomáš Brázdil, Ph.D. (lecturer)
prof. RNDr. Antonín Kučera, Ph.D. (lecturer)
doc. RNDr. Petr Novotný, 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.
Supplier department: Department of Computer Science – Faculty of Informatics

Timetable

Tue 10:00–11:50 G191m

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

• Applied Informatics (programme FI, B-AP)
• Applied Informatics (programme FI, N-AP)
• Information Technology Security (programme FI, N-IN)
• Bioinformatics (programme FI, B-AP)
• Bioinformatics (programme FI, N-AP)
• Information Systems (programme FI, N-IN)
• Informatics with another discipline (programme FI, B-EB)
• Informatics with another discipline (programme FI, B-FY)
• Informatics with another discipline (programme FI, B-GE)
• Informatics with another discipline (programme FI, B-GK)
• Informatics with another discipline (programme FI, B-CH)
• Informatics with another discipline (programme FI, B-IO)
• Informatics with another discipline (programme FI, B-MA)
• Informatics with another discipline (programme FI, B-TV)
• Informatics (eng.) (programme FI, D-IN4)
• Informatics (programme FI, D-IN4)
• Mathematical Informatics (programme FI, B-IN)
• Parallel and Distributed Systems (programme FI, B-IN)
• Parallel and Distributed Systems (programme FI, N-IN)
• Computer Graphics and Image Processing (programme FI, B-IN)
• Computer Graphics (programme FI, N-IN)
• Computer Networks and Communication (programme FI, B-IN)
• Computer Networks and Communication (programme FI, N-IN)
• Computer Systems and Technologies (eng.) (programme FI, D-IN4)
• Computer Systems and Technologies (programme FI, D-IN4)
• Computer Systems and Data Processing (programme FI, B-IN)
• Computer Systems (programme FI, N-IN)
• Embedded Systems (eng.) (programme FI, N-IN)
• Programmable Technical Structures (programme FI, B-IN)
• Embedded Systems (programme FI, N-IN)
• Service Science, Management and Engineering (eng.) (programme FI, N-AP)
• Service Science, Management and Engineering (programme FI, N-AP)
• Social Informatics (programme FI, B-AP)
• Theoretical Informatics (programme FI, N-IN)
• Upper Secondary School Teacher Training in Informatics (programme FI, N-SS) (2)
• Artificial Intelligence and Natural Language Processing (programme FI, B-IN)
• Artificial Intelligence and Natural Language Processing (programme FI, N-IN)
• Image Processing (programme FI, N-AP)

Course objectives

The course concentrates on selected topics in applied probability theory and game theory motivated by concrete practical problems. For each problem, a minimal amount of mathematical theory sufficient for solving the problem is presented. Then, the students are asked to solve the initial problem by using appropriate software tools.
A special attention is devoted to the following areas:
Markov decision processes and stochastic games. Modelling and analysis of basic board games, the existence and computation of equilibrium values and optimal strategies.
The existence, properties, and computation of stationary distributions in Markov chains. PageRank and similar applications.
Multiplayer games. Nash equlibria. Internet auctions.

Syllabus

• Stochastic processes. Markov chains and Markov Decision Processes. Expected termination time. Stochastic games.
• Stationary distribution. Ergodic Theorem. Web graph as a Markov chain.
• Multi-player games. Nash equilibria. Internet auctions.

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)

Study Materials
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

• Enrolment Statistics (recent)
  
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