Fall 2024 Industrial Engineering and Operations Research E6711 section 001

STOCHASTIC MODELING I

Call Number 14603
Day & Time
Location
TR 11:40am-12:55pm
829 Seeley W. Mudd Building
Points 4.5
Grading Mode Standard
Approvals Required None
Instructor Henry Lam
Type LECTURE
Method of Instruction In-Person
Course Description

Advanced treatment of stochastic modeling in the context of queueing, reliability, manufacturing, insurance risk, financial engineering and other engineering applications. Review of elements of probability theory; exponential distribution; renewal theory; Wald’s equation; Poisson processes. Introduction to both discrete and continuous-time Markov chains; introduction to Brownian motion.

Web Site Vergil
Department Industrial Engineering and Operations Research
Enrollment 30 students (40 max) as of 10:06AM Thursday, November 21, 2024
Subject Industrial Engineering and Operations Research
Number E6711
Section 001
Division School of Engineering and Applied Science: Graduate
Section key 20243IEOR6711E001