Stochastic Methods of Operations Research
CAS MA 570
Undergraduate Prerequisites: (CASMA 225 or CASMA 230 or CDSDS 122) AND (CASMA 242 or CASMA4 42 or ENGEK 103 or CASCS 132) or consent of instructor) - Poisson processes, Markov chains, queuing theory. Matrix differential equations, differential-difference equations, probability-generating functions, single- and multiple-channel queues, steady-state and transient distributions.

