ORIE 5520

ORIE 5520

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 Prerequisites: ORIE 3510.

When Offered Fall.

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Syllabi: none
  •   Regular Academic Session.  Choose one lecture and one discussion. Combined with: ORIE 4520

  • 4 Credits Graded

  • 18770 ORIE 5520   LEC 001

  • Instruction Mode: In Person

  • 18771 ORIE 5520   DIS 201

  • Instruction Mode: In Person