| Week of |
Tuesday |
Thursday |
| 1/11 |
Course introduction, Probability & Conditional Prob. |
Bayes' Formula, Random Variables, Distributions |
| 1/18 |
Expectation, Variance and Covariance |
Moment Generating Function, Conditional Expectation |
| 1/25 |
Computing Probabilities by Conditioning |
Conditional Variance, Markov Chains, C-K Equations |
| 2/1 |
Classification of States, Limiting Probabilities |
Transient analysis |
| 2/8 |
Time Reversibility; MDP definitions |
Stationary policies, discounted costs |
| 2/15 |
LP & Average cost |
Average Cost; First article presentations |
| 2/22 |
Exponential Dist'n, Poisson Proc. Def'n. |
Nonhomog. & compound PP |
| 3/1 |
Test 1 |
Poisson process properties, CTMC |
| 3/8 |
CTMC Transition functions |
Limiting
probabilities |
| 3/15 |
Spring Break
|
| 3/22 |
Uniformization, Time Reversibility |
Renewal Processes |
| 3/29 |
Limit theorems, Second article presentations
3/28/05 |
Renewal reward, Age & excess life, inspection paradox |
| 4/5 |
Intro. to queuing, Little's formula, M/M/1 |
Finite capacity, open networks |
| 4/12 |
Test 2 |
Closed networks, M/G/1 |
| 4/19 |
Priority queues, multiple servers |
Brownian motion |
| 4/26 |
Brownian motion |
Presentations |
| 5/3 |
|
Final Exam 2:15 - 4:15 p.m. |
