MS&E 121

Introduction to Stochastic Modeling


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Assignments

Assignment 1 (due 1/16/2009)

Reading Assignment 1 (posted 1/15/2009)

Read your introductory text on probability and review the concepts that listed in the handout "Probability Review".

If you have Sheldon Ross's text, this will include the first three chapters of the book.

Reading Assignment 2 (posted 1/15/2009)

Read the hand-out material that has been posted on computer experimentation/simulation, basic statistics, and regression modeling.

Assignment 1 Solution

Assignment 2 (due 1/24/2009)

Assignment 2 Solution

Assignment 3 (due 1/30/2009)  Oil Prices Time Series

Assignment 3 Solution   Matlab Codes

Assignment 4 (due 2/6/2009)

Reading Assignment 3 (posted 2/4/2009)

Read the hand-out "Discrete Time Markov Chain" and Chapter 16 of the course reader.

Assignment 4 Solution

Reading Assignment 4 (posted 2/14/2009)

Read the hand-out "Continuous Time Markov Chain" and Section 16.8 of the course reader.

Assignment 5 (due 2/20/2009)

Assignment 5 Solution

Assignment 6 (due 3/2/2009)

Assignment 6 Solution

Assignment 7 (due 3/9/2009)

Reading Assignment 5 (posted 3/3/2009)

Read the handouts "Queueing Theory" and "Heavy Traffic Approximation" and Chapter 17 of the course reader.

Assignment 8 (due 3/15/2009)

Reading Assignment 6 (posted 3/9/2008)

Read the handout "Dynamic Programming" and Chapter 19 of the course reader.

Assignment 7 Solution

Assignment 8 Solution

 

 


 


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