Courses

Fall 2022

STOCHASTIC MODELS

, 3 pts, E4106

STOCHASTIC MODELS

Some of the main stochastic models used in engineering and operations research applications: discrete-time Markov chains, Poisson processes, birth and death processes and other continuous Markov chains, renewal reward processes. Applications: queueing, reliability, inventory, and finance.

Section Number
D01
Call Number
20061
Instructor
Karl Sigman

STOCHASTIC MODELS

Some of the main stochastic models used in engineering and operations research applications: discrete-time Markov chains, Poisson processes, birth and death processes and other continuous Markov chains, renewal reward processes. Applications: queueing, reliability, inventory, and finance.

Section Number
001
Call Number
11690
Day, Time & Location
TR 11:40AM-12:55PM 428 Pupin Laboratories
Instructor
David D Yao