Courses of Study 2018-2019 
    
    Jul 07, 2025  
Courses of Study 2018-2019 [ARCHIVED CATALOG]

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ORIE 5520 - [Introduction to Engineering Stochastic Processes II]


     
Fall. Next Offered: 2019-2020. 4 credits. Student option grading.

Prerequisite: ORIE 3510 .

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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