MS502 STOCHASTIC DECISION MODELS
| Course Code: |
9030502 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Modelling And Simulation |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
|
| Offered Semester: |
Fall Semesters. |
Course Content
Review of probability theory and random variables. Sequence and functions of random variables, convergence concepts. Stochastic processes. Queuing problems based on birth and death models. Introduction to renewal theory. Applications in reliability and replacement models. Poisson processes, shot noise; Markov processes; statistical inference, least mean square error estimation.
