ISE4431

Engineering Operations Research - Stochastic Models

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. Major standing required.Prerequisite(s): ISE 3330

ISE430

School of Egr. and Comp. Sci.