Selected Applications of Stochastic Models
Mumbai , India
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Tuition Fee
Start Date
Medium of studying
Duration
Details
Program Details
Degree
Masters
Major
Operations Research | Applied Mathematics | Statistics
Area of study
Engineering | Mathematics and Statistics
Course Language
English
Intakes
| Program start date | Application deadline |
| 2019-01-01 | - |
About Program
Program Overview
Department of Industrial Engineering & Operations Research, IIT Bombay
The Department of Industrial Engineering & Operations Research at IIT Bombay offers a range of academic programs, including Ph.D., M.Sc., M.Sc-Ph.D., M.Tech, B.Tech, and B.Tech Minor.
Academic Programs
- Ph.D.: The Ph.D. program is designed for students who wish to pursue advanced research in industrial engineering and operations research.
- M.Sc.: The M.Sc. program is a postgraduate program that provides students with advanced knowledge in industrial engineering and operations research.
- M.Sc-Ph.D.: The M.Sc-Ph.D. program is a dual-degree program that allows students to pursue both a master's and a doctoral degree in industrial engineering and operations research.
- M.Tech: The M.Tech program is a postgraduate program that provides students with advanced knowledge in industrial engineering and operations research.
- B.Tech: The B.Tech program is an undergraduate program that provides students with a foundation in industrial engineering and operations research.
- B.Tech Minor: The B.Tech Minor program is a minor program that allows students to pursue a secondary area of study in industrial engineering and operations research.
Course Offerings
- IE 712: Selected Applications of Stochastic Models: This course covers topics such as loss functions, risks, and probabilistic models, with a focus on computational tools.
- Prerequisite: IE 611 or equivalent
- Contents: The course covers models for decision making in uncertain environments, including Markov decision processes, learning algorithms, and queuing models.
- References:
- D.P. Bertsekas (1995), Dynamic programming and optimal control, Vols 1 and 2. Athena publications, Belmont.
- D.P. Bertsekas and J. Tsitsiklis (1996), Neuro-dynamic programming, Athena Scientific, Belmont.
- R W Wolff Stochastic modeling and theory of queues. Prentice-Hall Inc., Englewood Cliffs, 1989.
- M Pinedo Scheduling: Theory, algorithms and systems. Prentice-Hall Inc., Englewood Cliffs, 1995.
Research Areas
The department has a strong research focus, with faculty members working on a range of topics, including:
- Research Topics: The department has a range of research topics, including stochastic models, machine learning, and queuing theory.
- Publications: Faculty members and students have published numerous papers in top-tier journals and conferences.
- Student Projects: Students have the opportunity to work on research projects under the guidance of faculty members.
Admissions
The department offers admissions to its various programs, including Ph.D., M.Sc., M.Tech, and B.Tech.
- Ph.D. Admissions: The department offers Ph.D. admissions to students who wish to pursue advanced research in industrial engineering and operations research.
- M.Sc. Admissions: The department offers M.Sc. admissions to students who wish to pursue a postgraduate degree in industrial engineering and operations research.
- M.Tech Admissions: The department offers M.Tech admissions to students who wish to pursue a postgraduate degree in industrial engineering and operations research.
- B.Tech Admissions: The department offers B.Tech admissions to students who wish to pursue an undergraduate degree in industrial engineering and operations research.
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