ESTR3508

CodeCourse OfferingESTR3508
TitleLong Course TitleStochastic Models隨機模型
OverviewLong Description Review of basic probability. Probabilistic dynamic programming. Stochastic processes and Markov chains. Birth-and-death processes and queuing models. Stochastic inventory models: single and multiple periods. Forecasting and time series. Markov decision processes. Not for students who have taken SEEM3570.  Pre-requisite: SEEM2430 or ENGG2430 or ESTR2002 or with the approval of the course instructor.基礎概率論回顧。概率動態規劃。隨機過程和馬氏鏈。生死過程和排隊模型。隨機庫存模型:單、多周期模型。預測及時間序列。馬氏決策過程。