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Stochastic Operations Research:

The objectives of the course are to present fundamentals of probability and stochastic processes from a non-measure theoretic point-of-view to develop (i) basic modeling building and probabilistic reasoning skills, and (ii) an understanding of important qualitative characteristics of some basic stochastic processes used to model dynamical systems with noise. The emphasis is on problem formulation, modeling techniques, realistic applications, and an intuitive grasp of why the techniques work, rather than rigorous mathematical theory. The course is intended to help students develop the ability to “think probabilistically”.

Course Objectives:

This deficiency exam will cover the following course objectives:

1. Introduction to probability theory (sample space and events, conditional probability)
2. Random variables (discrete and continuous random variables, distributions, moments, etc.)
3. Markov chains (modeling, classification of states, steady state probabilities, etc.)
4. Continuous time Markov chains (birth-death process, poisson process, embedded markov chain, etc.)
5. Queueing models (Little’s law, markovian queues, networks of queues, etc.)
6. Markov decision process (expected total reward, semi-markov process, etc.)
7. Develop software artifacts using current software engineering tools
8. Conduct software quality assurance
9. Document and evaluate software product artifacts and team activities

Syllabus:

The course syllabus is available here.

Who this deficiency exam designed for:

Students who are admitted with deficiencies to graduate programs in Industrial Engineering in the School of Computing and Augmented Intelligence (SCAI) at Arizona State University or students who are interested in becoming eligible to apply for this program. Students may also complete this deficiency exam if they have general interest in the topic area or who are looking for a refresher on stochastic operations research.

What you'll receive:

If you are planning to apply for the Master of Science in Industrial Engineering program, please upload the certificate of completion in the prerequisite section of the application. If you are currently enrolled in the Master of Science in Industrial Engineering program, you will need to submit the Deficiency waiver form and upload your certificate here: https://forms.gle/AW11qXka1QVwaPoMA