IEORE6712 Stochastic models, II

Instructor: David Yao

Additional Information: IEOR_E6712_Spring2013_Syllabus.pdf

4.5 pts. Refer to course syllabus. Continuation of IEOR E6711 covering further topics in stochastic modeling in the context of queueing, reliability, manufacturing, insurance risk, financial engineering and other engineering applications. Topics from among generalized semi-Markov processes; processes with a non-discrete state space; point processes; stochastic comparisons; martingales; introduction to stochastic calculus.

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