Stochastic Operations Research

Undergraduate

This course will cover deterministic dynamic programming, stochastic dynamic programming, queuing theory, Brownian motion, decision analysis and simulation. Optional topics are inventory theory and Markov processes. (Prerequisites: STAT-2920, MATH-1250 or MATH-1260, MATH-1730.) (Antirequisite: INDE-4120.) (3 lecture hours per week.)