Spring 2024 Industrial Engineering and Operations Research E6712 section 001

STOCHASTIC MODELING II

Call Number 11950
Day & Time
Location
TR 11:40am-12:55pm
415 Schapiro [SCEP]
Points 4.5
Grading Mode Standard
Approvals Required None
Instructor Antonius B Dieker
Type LECTURE
Method of Instruction In-Person
Course Description

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.

Web Site Vergil
Department Industrial Engineering and Operations Research
Enrollment 20 students (40 max) as of 9:06PM Wednesday, May 15, 2024
Subject Industrial Engineering and Operations Research
Number E6712
Section 001
Division School of Engineering and Applied Science: Graduate
Campus Morningside
Section key 20241IEOR6712E001