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ADSE8106 - Special Topics in Stochastic Modeling

Offering Academic Unit
Department of Systems Engineering
Credit Units
1
Course Duration
One Semester
Equivalent Course(s)
SEEM8106
Course Offering Term*:
Not offering in current academic year

* The offering term is subject to change without prior notice
 
Course Aims
This course will introduce some basic methodologies in stochastic models, with an emphasis on engineering applications. Topics covered include probability and statistics basics, discrete-time Markov chains and processes; exponential distribution and the Poisson process; other Point processes; Renewal processes, Renewal reward theorem; continuous-time Markov chains; introduction to martingales and applications; introduction to Brownian motion.

Assessment (Indicative only, please check the detailed course information)
Continuous Assessment: 100%
 
Detailed Course Information
ADSE8106.pdf

Useful Links
Department of Systems Engineering (SYE)