Piyasombatkul Family Professor
David Yao joined the IEOR Department in 1983, and became a full professor in 1988. He has been an IEEE fellow, and a recipient of many awards, including the Outstanding Paper Prize (2003) from the Society for Industrial and Applied Mathematics, the Franz Edelman Award (1999) from the Institute...
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.