Courses

Spring 2025

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
V01
Call Number
18102
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
14611
Day, Time & Location
MW 2:40PM-3:55PM
Instructor
Karl Sigman