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Advanced Stochastic Processes, Fall 2005

(Complete Item Description)

Abstract:: The class covers the analysis and modeling of stochastic processes. Topics include measure theoretic probability, martingales, filtration, and stopping theorems, elements of large deviations theory, Brownian motion and reflected Brownian motion, stochastic integration and Ito calculus and functional limit theorems. In addition, the class will go over some applications to finance theory, insurance, queueing and inventory models.

Subject:: Business
Grade Level:: Post-secondary
Collection:: MIT OpenCourseWare

Supply Chain Planning, Spring 2011

(Complete Item Description)

Abstract:: Supply Chain Planning focuses on effective supply chain strategies for companies that operate globally, with an emphasis on how to plan and integrate supply chain components into a coordinated system. Students are exposed to concepts and models important in supply chain planning with emphasis on key tradeoffs and phenomena. The course introduces and utilizes key tactics such as risk pooling and inventory placement, integrated planning and collaboration, and information sharing. Lectures, computer exercises, and case discussions introduce various models and methods for supply chain analysis and optimization.

Subject:: Business, Social Sciences
Grade Level:: Post-secondary
Collection:: MIT OpenCourseWare

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