2017-2018 Graduate Catalog 
    
    Sep 27, 2020  
2017-2018 Graduate Catalog [ARCHIVED CATALOG]

Add to Portfolio (opens a new window)

BZAN 641 - Advanced Stochastic Analytics

3 Credit Hours
The analysis and modeling of stochastic processes and Markov decision processes. Topics include renewal processes, Brownian motion, martingales, Markov decision processes and their solution using policy iteration methods and dynamic programming. Applications to queueing, inventory, scheduling, and financial decision models.
(RE) Prerequisite(s): 610 and 620.
Registration Restriction(s): Minimum student level – graduate.



Add to Portfolio (opens a new window)