40.305 Advanced Topics in Stochastic Modelling

Follow-up to the introduction course on Stochastic Modelling. Students learn advanced methods in stochastic modelling with a focus on business, engineering and financial math applications. Topics include renewal theory and martingales (discrete time). Time permitting, other topics such as branching processes, spatial processes, or stochastic networks may be introduced.

Course code: 40.305
Pillar: ESD
Term: 7
Credits: 6
Department: Engineering Systems and Design
Prerequisites: 40.017, 40.012
Scheduled classes: 6

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