Stochastic Methods of Operations Research
CAS MA 570
Prerequisites: (CASMA 225 or CASMA 230 or CDSDS 122) and (CASMA 242 or CASMA 442 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.
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