MGT-484: Applied probability & stochastic processes

Summary

This course focuses on dynamic models of random phenomena, and in particular, the most popular classes of such models: Markov chains and Markov decision processes. We will also study applications in queuing theory, finance, project management, etc.

Official source

https://edu.epfl.ch/coursebook/en/applied-probability-stochastic-processes-MGT-484

Moodle Page

http://go.epfl.ch/MGT-484

About this result

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Ontological neighbourhood

Mathematics

Analysis: Differential anaysis

Probability theory: Topics in probability theory

Algebra: Linear algebra

Statistics

Statistical inference: Mathematical statistics, Bayesian inference

Economics

Microeconomics: Labor economics

Instructor

Lectures in this course (49)

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