Last update: 25/06/25 16:00
Resit
The resit will be a usual onsite exam. The exam will be open book. This means that you are allowed to use hard-copies of our lecture notes (textbook), and my uploaded handwritten notes (not your own handwritten notes / notes you make when you attend lectures). You cannot use anything more, like homework etc.. Also, you are allowed to use simple calculators but it is not permitted the use of graphical calculators, phones and computers.
The material you have to study is based only on the material I cover in my uploaded notes of 2025.
The exam will be in Dutch and English, just to avoid possible issues between the English and Dutch terminology. So, at the beginning of the exam, you will get both versions and use whichever is most suitable to you. Your answers can be in Dutch or English.
The exam will be on Thursday July 3 from 13.15 to 16.15 (16.45 for those with extra time). The classroom is at Gorlaeus Building - BE.0.18. Please check your MyTimetable before the exam for any last minute changes.
Final Exam
The final exam will be a usual onsite exam. The exam will be open book. This means that you are allowed to use hard-copies of our lecture notes (textbook), and my uploaded handwritten notes (not your own handwritten notes / notes you make when you attend lectures). You cannot use anything more, like homework etc.. Also, you are allowed to use simple calculators but it is not permitted the use of graphical calculators, phones and computers.
The material you have to study is based only on the material I cover in my uploaded notes of 2025.
The exam will be in Dutch and English, just to avoid possible issues between the English and Dutch terminology. So, at the beginning of the exam, you will get both versions and use whichever is most suitable to you. Your answers can be in Dutch or English.
The exam will be on Wednesday May 28 from 09.00 to 12.00 (12.30 for those with extra time). The classroom is at Gorlaeus Building - CM.1.26. Please check your MyTimetable before the exam for any last minute changes.
Please register to Brightspace in order to receive email-announcements and hand in hw.
Please check regularly your umail or the email you are registered with in Brightspace!
Please email us in case there is someone who cannot register for some reasons.
General information
Stochastische Besliskunde (BKA) is an elective course in the second and third year that is being offered third in series of Besliskunde courses. An important aspect of this course is the mathematical modeling and analysis of practical quantitative problems.
In this course, a selection of the following topics is discussed:
Markov chains
Renewal theory
Markov processes
Queueing theory
Simulation
Markov decision processes
Note: The course is taught in English. All the other are in Dutch (dictaat, exams, homework).
After this course
A fourth course in the series of Besliskunde courses is a bachelor-/master course by the name of "Geavanceerde onderwerpen in de besliskunde". This is a homework course with a small oral exam. (https://sites.google.com/view/geavanceerdebesliskundeleiden/)
Instructor and assistants
Odysseas Kanavetas (o.kanavetas at math.leidenuniv.nl)
assistants: Camiel Koopmans and Iris Leijten ( bkaleiden at gmail.com)
Possible ways of communication
Weekly Question hour with our assistants (TBA)
Instructor's office hours (TBA)
Literature
The material is based on a dictaat. A PDF version of this is in our Brightspace page. Dictaat is also available in printed form however you should contact our secretary.
Working method
Weekly 4 hours of lectures (lectures no problem sessions) on Tuesdays and Fridays. During the lecture, the material is discussed and exercises are made from the dictaat.
Classroom and time
Tuesdays 13.15-15.00, and Fridays 09.00-10.45:
Classrooms: Tuesdays DM. 1.15 and Fridays DM. 1.09
Please check regularly the MyTimetable for any last minute changes in the classrooms.
Assessments
final exam - 75%
weekly homework - 25%
The lowest two homework grades will not be incorporated when computing the average.
In order to pass the course, the weighted average of the two parts needs to be at least 5.5; the weighted average of the homework assignments (without the lowest two) at least 5.0; and the grade for the exam at least 5.0.
There is a written retake for the written exam. The homework assignments are considered a practical exam and are therefore not retakable.
Homework
Homework should be done in LaTeX, or written by hand, provided it is clear. It should be handed in digitally through Brightspace by 23.59 on the corresponding Tuesday or Friday. For the 25% of your final grade we count the average of the ten best homework (twelve homework in total).
Exam
The exam will take place on May 28 (room CM. 1.26, 09.00-12.00) and the resit on new date Thursday July 3, 13:15-16:15, Gorlaeus BE0.18 (and not June 24 (room BM. 1.33, 09.00-12.00)). They will probably be open book. More information on this will come later.
Tentative weekly schedule
Week Chapter Details and Deadlines
03/02 (T,F) Ch 2 HW1 (F) (exercises 2.13, 2.14)
10/02 (T, F) Ch 2 HW2 (F) (exercises 2.24, 2.29)
17/02 (T, F) Ch 2 HW3 (F) (exercises 2.32, 2.36), HW1 (F) hand in
24/02 (T, F) (T) Ch 2,1 / (F) Ch 1 HW4 (F) (exercises 1.8, 1.16), HW2 (F) hand in
03/03 (T, F) Ch 1 HW5 (F) (exercises 1.20, 3.13), HW3 (F) hand in
10/03 (T, F) Ch 3 HW6 (F) (exercises 3.21, 3.26), HW4 (F) hand in
17/03 (T, F) Ch 3 HW7 (F) (exercises 3.28, 4.11), HW5 (F) hand in
24/03 (-) - -
31/03 (T,F) Ch 4 HW8 (F) (exercises 4.16, 4.17) HW6 (F) hand in
07/04 (T,F) Ch 4 HW9 (F)(exercises 4.21, 4.22), HW7 (F) hand in
14/04 (T) Ch 4,6 -
21/04 (T, F) (T) PC / (F) Ch 6 HW10 (F) (exercises 6.7, 6.11), HW8 (F) hand in
28/04 (T, F) Ch 6 HW11 (T) (exercises 6.8, 6.12 (In 6.12 answer the question without using the discount factor alpha.)), HW9 (F) hand in
05/05 (T, F) Ch 6 HW12 (T) (exercises 6.15, 6.16 (In 6.15, use exercise 6.5 instead of Vraag 6.5. In 6.16, use exercise 6.5 instead of Vraag 6.12)), HW10 (F) hand in
12/05 (T, F) (T) Ch 6 / (F) EX.PR. HW11 (T) hand in
19/05 (-) HW12 (T) hand in
PC: Problem Class, EX.PR.:Exam Preparation