Stochastic Systems

Aims of the course

no description

Course syllabus

1. Probability
2. Stochastic processes and queuing theory
3. Stochastic differential equations and difference equations.
4. Kalman filters
5. Stochastic optimal control
6. Applications in finance
7. Applications in supply chain

Course director(s)

  • Office Hours
  • Monday at 12:00 in RZ-303
 
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