IENG.5020 Advanced Stochastic Modeling and Analysis

Id: 041739 Credits: 3-3

Description

Advanced study in Markov chain and continuous time Markov process models and applications, renewal processes, Brownian Motion,analytical and numerical approximation methods, Markov decision processes and dynamic programming.

Prerequisites

IENG.3020 Stochastic Modeling and Analysis, or Graduate Level.

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Course prerequisites/corequisites are determined by the faculty and approved by the curriculum committees. Students are required to fulfill these requirements prior to enrollment. For courses offered through online or GPS delivery, students are responsible for confirming with the instructor or department that all enrollment requirements have been satisfied before registering.