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IENG.5020 Advanced Stochastic Modeling and Analysis

Id: 041739 Credits Min: 3 Credits Max: 3

Description

Advanced study in Markov chain and continuous time Markov process models and applications, renewal processes, Brownian Motion,analytical and numerical approximation methods, Markov decision processes and dynamic programming.

Prerequisites

IENG.3020 Stochastic Modeling and Analysis, or Graduate Level.

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