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.


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Academic Year Term   Session Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2020-2021 Spring 2021 10 Weeks OPNS-516-0 Stochastic Foundations 21 Variable Bassamboo, Achal Mon 6:30 PM - 9:30 PM Evanston N/A (Room TBA) N