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IEOR E6712 Stochastic models, II. 4.5 points.

Prerequisites: (IEOR E6711) or Refer to course syllabus.

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.

Spring 2018: IEOR E6712
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6712 001/23502 T Th 10:10am - 11:25am
644 Seeley W. Mudd Building
David Yao 4.5 28/40
IEOR 6712 R01/10750  
4.5 0/0