ORIE 4520

ORIE 4520

Course information provided by the Courses of Study 2015-2016.

Topics chosen from martingales, random walks, Levy processes, Brownian motion, branching processes, Markov-renewal processes, Markov processes, optimal stopping, dynamic programming.

When Offered Fall.

Prerequisites/Corequisites Prerequisite: ORIE 3510 or equivalent.

View Enrollment Information

Syllabi: none
  •   Regular Academic Session.  Choose one lecture and one discussion. Combined with: ORIE 5520

  • 4 Credits Graded

  • 18768 ORIE 4520   LEC 001

  • 18769 ORIE 4520   DIS 201