IE 370
Spring 2025 All Classes
Credit: 3 hours.
Introduction to stochastic processes with applications in decision-making under uncertainty. Topics include newsvendor problem, discrete-time Markov chain (including classification of states, stationary distribution, absorbing states), Poisson processes (including time-homogenous, time-nonhomogeneous, thinning Poisson), continuous-time Markov chain (including Markov property, generator matrix, stationary distribution), queuing theory (including M/M/k queue, open Jackson network), and Markov decision processes (including finite-horizon models, infinite-horizon models).
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
66991
|
Lecture
|
SP
|
5:00PM
-6:20PM
|
TR
|
Transportation Building
|
Stolyar, A
|
|