syllabus - STAT-IEOR4106 Intro to OR Stochastic Models...

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STAT-IEOR4106 Intro to OR: Stochastic Models David D. Yao, Fall 2019 Course Outline The objective of the course is two-fold: (a) to teach the basic theory and techniques of ele- mentary stochastic processes and related probability models, and (b) to introduce the many applications of the theory and techniques. The emphasis is on modeling, probabilistic thinking, and problem solving. Topics to be covered include the following (schedules may change): Conditional probability and conditional expectation (Weeks 1,2) Exponential distributions, Poisson processes (Weeks 3,4) Discrete-time Markov chains, random walk, gambler’s ruin (Weeks 5,6) Continuous-time Markov chains, birth-death processes (Weeks 6,7)
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  • Fall '19

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