SYS 5431 - Engineering Operations Research - Stochastic Models

(4 credits)

Review the fundamentals of mathematical modeling for linear and nonlinear systems and solution procedures applicable to decision-making in an uncertain environment. Topics include stochastic programming, robust optimization, stochastic dynamic programming, Markov decision processes, decision trees, queuing models, and inventory theory. Solutions will be obtained using theoretical methods and software packages.

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