ORIE 5520

Last Updated

  • Schedule of Classes - January 19, 2016 6:14PM EST
  • Course Catalog - January 19, 2016 6:21PM EST

ORIE 5520
Introduction to Engineering Stochastic Processes II

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 Prerequisites: ORIE 3510.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session.  Choose one lecture and one discussion. Combined with: ORIE 4520

  • 4 Credits Graded

  • 18770 ORIE 5520   LEC 001

  •  

  • 18771 ORIE 5520   DIS 201

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