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Course Details
KTO KARATAY UNIVERSITY
Mühendislik ve Doğa Bilimleri Fakültesi
Programme of Industrial Engineering
Course Details
Course Code Course Name Year Period Semester T+A+L Credit ECTS
15271724 Stochastic Operations Research 2025 Autumn 7 3+0+0 0 5
Course Type Elective
Course Cycle Bachelor's (First Cycle) (TQF-HE: Level 6 / QF-EHEA: Level 1 / EQF-LLL: Level 6)
Course Language Turkish
Methods and Techniques -
Mode of Delivery Face to Face
Prerequisites -
Coordinator Prof. Murat DARÇIN
Instructor(s) Asst. Prof. Esra BOZ
Instructor Assistant(s) -
Course Instructor(s)
Name and Surname Room E-Mail Address Internal Meeting Hours
Asst. Prof. Esra BOZ A-306 [email protected] 7677
Course Content
Conditional probability and expected value; Discrete and continuous time; Markov chains; Poisson process; Modeling of queuing systems – single and multi-server queues.
Objectives of the Course
In this course, students will be able to model uncertainties in engineering problems, construct Markov chain models in discrete and continuous time, and apply solution methods by formulating finite/infinite term stochastic optimization problems.
Contribution of the Course to Field Teaching
Basic Vocational Courses
Specialization / Field Courses X
Support Courses
Transferable Skills Courses
Humanities, Communication and Management Skills Courses
Relationships between Course Learning Outcomes and Program Outcomes
Relationship Levels
Lowest Low Medium High Highest
1 2 3 4 5
# Program Learning Outcomes Level
P5 The ability to use research methods, including literature review, experimental design, experiment execution, data collection, analysis, and interpretation of results, to investigate complex industrial engineering problems. 5
Course Learning Outcomes
Upon the successful completion of this course, students will be able to:
No Learning Outcomes Outcome Relationship Measurement Method **
O1 Understand the basic concepts of stochastic processes and develop the ability to model these processes. P.5.11 1
O2 Apply appropriate mathematical methods to solve stochastic decision problems. P.5.12 1
O3 Develop the ability to make decisions under uncertainty by performing stochastic modeling in real-world scenarios. P.5.13 1
O4 Analyze and improve system performance using stochastic operations research techniques. P.5.14 1
** Written Exam: 1, Oral Exam: 2, Homework: 3, Lab./Exam: 4, Seminar/Presentation: 5, Term Paper: 6, Application: 7
Weekly Detailed Course Contents
Week Topics
1 Conditional probability and expected value
2 Conditional probability and expected value
3 Discrete time Markov chains
4 Discrete time Markov chains
5 Discrete time Markov chains
6 Discrete time Markov chains
7 Kesikli zaman Markov zincirleri
8 Midterm exam
9 Probabilistic dynamic programming, Markov decision processes
10 Markov decision processes
11 Poisson process
12 Poisson process, continuous time Markov chains
13 Continuous time Markov chains, queuing theory
14 Queuing theory
15 Preparation for the final exam
Textbook or Material
Resources Ross, M.S. (1993) Introduction to Probability Models, 5th ed., Academic Press.
Winston, W.L. (2004) Operations Research Applications and Algorithms, 4th ed., Thomson/Brooks/Cole.
Evaluation Method and Passing Criteria
In-Term Studies Quantity Percentage
Attendance - -
Laboratory - -
Practice - -
Field Study - -
Course Specific Internship (If Any) - -
Homework - -
Presentation - -
Projects - -
Seminar - -
Quiz - -
Listening - -
Midterms 1 40 (%)
Final Exam 1 60 (%)
Total 100 (%)
ECTS / Working Load Table
Quantity Duration Total Work Load
Course Week Number and Time 14 3 42
Out-of-Class Study Time (Pre-study, Library, Reinforcement) 14 3 42
Midterms 1 30 30
Quiz 0 0 0
Homework 0 0 0
Practice 0 0 0
Laboratory 0 0 0
Project 0 0 0
Workshop 0 0 0
Presentation/Seminar Preparation 0 0 0
Fieldwork 0 0 0
Final Exam 1 36 36
Other 0 0 0
Total Work Load: 150
Total Work Load / 30 5
Course ECTS Credits: 5
Course - Learning Outcomes Matrix
Relationship Levels
Lowest Low Medium High Highest
1 2 3 4 5
# Learning Outcomes P5
O1 Understand the basic concepts of stochastic processes and develop the ability to model these processes. 5
O2 Apply appropriate mathematical methods to solve stochastic decision problems. 5
O3 Develop the ability to make decisions under uncertainty by performing stochastic modeling in real-world scenarios. 5
O4 Analyze and improve system performance using stochastic operations research techniques. 5