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Apr 25, 2024
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ORIE 4520 - [Introduction to Engineering Stochastic Processes II]
Fall. Next Offered: 2019-2020. 4 credits. Student option grading.
Prerequisite: ORIE 3510 or equivalent.
Staff.
Topics chosen from martingales, random walks, Levy processes, Brownian motion, branching processes, Markov-renewal processes, Markov processes, optimal stopping, dynamic programming.
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