2022-2023 Undergraduate and Graduate Bulletin (with addenda) 
    Jun 18, 2024  
2022-2023 Undergraduate and Graduate Bulletin (with addenda)

TR-GY 7063 Stochastic models and methods for engineering systems

3 Credits
Basic theory of stochastic processes and random graphs with a variety of transportation applications. Random variables, events, laws of large numbers; Finite-state Markov chains, steady-state distribution, exponential convergence, Markov decision process; Poisson process, Little’s theorem, M/M/1 queues, queuing networks, hybercube model, fluid model; Branching process, Erdős-Rényi model, geometric random graph; Applications in connected/autonomous vehicles, intersections, highway traffic, transit, patrol, emergency services, air transportation, infrastructure maintenance, urban development

Prerequisite(s): Knowledge of Undergraduate course on calculus, probability, and linear algebra.
Weekly Lecture Hours: 3