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Summary: ISyE 6650
Fall 2008
Instructor Hayriye Ayhan, Room 329, 894-2308, hayhan@isye.gatech.edu
Class Times TTh 3:05 to 4:25 in IC 105
Office Hours TTh 12pm to 1:30pm
Text Book Introduction to Probability Models by Sheldon M. Ross. All
editions are fine.
Grading Exam #1 30%, Exam #2 30%, Homework 5%, Final 35%
Exam Dates Exam # 1 October 2 (Th), Exam # 2 November 18 (T)
Course Outline
1. Introduction
· Probability Review
· Conditional Probability
· Conditional Expectation
2. Discrete Time Markov Chains
· Introduction to Markov Chains
· Classification of States of a Markov Chain
· Limiting Probability Distribution
· Markov Decision Processes
3. Exponential Distribution & Poisson Processes
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