Courses

Fall 2022

STOCHASTIC SYSTEMS AND APPLICATIONS

, 3 pts, E3106

STOCHASTIC SYSTEMS AND APPLICA

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. IEOR E3106 must be completed by the fifth term. Only students with special academic circumstances may be allowed to take these courses in alternative semesters with the consultation of CSA and Departmental advisers.

Section Number
001
Call Number
11686
Day, Time & Location
TR 11:40AM-12:55PM 310 Fayerweather
Instructor
Kaizheng Wang