SYS 5431 - Engineering Operations Research - Stochastic Models

(4 credits)

Review of linear programming, duality theory, integer programming, and nonlinear programming. Topics include stochastic dynamic programming, ergodic and absorbing Markov chains with applications, and queuing models with applications based on birth-death process. Introduction to stochastic inventory models and Markov decision processes with applications. Prerequisite (s): ISE 5430 or SYS 5430 or an undergraduate or graduate course in Operations Research.Offered Fall

Course revisions made after the Graduate Catalog publication date will be posted in the Graduate Catalog Addendum.