ORIE 4520

Last Updated

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

ORIE 4520
Introduction to Engineering Stochastic Processes II

Course information provided by the 2015-2016 Catalog.

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


Prerequisites/Corequisites Prerequisite: ORIE 3510 or equivalent.

When Offered Fall.

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Syllabi: none

  •   Regular Academic Session.  Choose one lecture and one discussion. Combined with: ORIE 5520

  • 4 Credits Graded

  • 18768 ORIE 4520   LEC 001

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  • Instruction Mode: In Person

  • 18769 ORIE 4520   DIS 201

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  • Instruction Mode: In Person