Fall 2025 Industrial Engineering and Operations Research E6711 section 001

STOCHASTIC MODELING I

Call Number 11853
Day & Time
Location
TR 2:40pm-3:55pm
224 Pupin Laboratories
Points 4.5
Grading Mode Standard
Approvals Required None
Instructor Karl Sigman
Type LECTURE
Method of Instruction In-Person
Course Description

Advanced treatment of stochastic modeling in the context of queueing, reliability, manufacturing, insurance risk, financial engineering and other engineering applications. Review of elements of probability theory; exponential distribution; renewal theory; Wald’s equation; Poisson processes. Introduction to both discrete and continuous-time Markov chains; introduction to Brownian motion.

Web Site Vergil
Department Industrial Engineering and Operations Research
Enrollment 26 students (30 max) as of 9:05PM Tuesday, October 7, 2025
Subject Industrial Engineering and Operations Research
Number E6711
Section 001
Division School of Engineering and Applied Science: Graduate
Note Time Change: T, TH 2:40-3:55pm. Location TBA.
Section key 20253IEOR6711E001