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IEOR E4106

STOCHASTIC MODELS

3.00 points · University catalogue

Lect: 3. Corequisites: IEOR E4403 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.

Prerequisites & course information

Prerequisites: ( STAT GU4001 ) or IEOR E4150 This graduate course is only for IE and OR students. Also required for students in the Undergraduate Advanced Track.

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