Stochastic Models with Applications

1.50 credit hours

This course surveys fundamental methods and models in operations research and operations management that incorporate random elements. Topics discussed will include basic results from the theory of stochastic processes, especially Markov chains; an introduction to stochastic dynamic programming; and models in the control of queues and inventories. Offered as OPRE 402 and MSOR 402.

No Syllabus Available

Alireza Kabirian (Spring 2016)

NOTE: Instructors and offerings vary by semester. Visit the Schedule of Classes for the most up-to-date information.