Stochastic Models

Host University

George Mason University

Semester

Spring 2023

Credits

3

Discipline

Systems Engineering, Operations Research and Engineering Management

Instructor

Chun-Hung Chen (cchen9@gmu.edu)

Times and Days

4:30-7:10PM

W

Course Information

A survey of probabilistic methods for solving decision problems under uncertainty, probability theory review, forecasting, queuing theory, inventory systems, Markov chain models, and simulation. Emphasis on modeling and problem solving. Notes: Students who have taken OR 442/MATH 442 do not receive credit. Offered by Systems Engr & Operations Rsch. May not be repeated for credit.Offered by Systems Engr & Operations Rsch. May not be repeated for credit.

Prerequisites

STAT 344 or MATH 351 or equivalent.