IE5532: Stochastic Models

4 CreditsGoal 10 - People/EnvironmentGoal 6 - Hum: Arts/Lit/PhilOnline Available

Introduction to stochastic modeling and stochastic processes. Probability review, random variables, discrete- and continuous-time Markov chains, queueing systems, simulation. Applications to industrial and systems engineering including production and inventory control. prereq: Undergraduate probability and statistics. Familiarity with computer programming in a high level language.

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