Stochastic Foundations (OPNS-516-0)
Variable Credit
TCE BidStats

The first part of the course covers basic concepts in probability; the second part renewal and regenerative processes including Markov chains; and the last part Martingales and Brownian motion. Throughout, theoretic results are applied to the analysis of queues. Students are expected to have some background in probability (e.g., IEMS 202-0) and stochastic processes; no measure theory background is required.


Download Schedule Information

Command item
Academic Year Term   Session Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2019-2020 Spring 2020 10 Weeks OPNS-516-0 Stochastic Foundations 21 Variable Bassamboo, Achal Mon 4:00 PM - 7:00 PM Evanston Global Hub (4302) N