Master of Science - Stochastic Systems and Optimization
Master of Science - Stochastic Systems and Optimization
The Master of Science in Stochastic Systems and Optimization program requires a total of 30 credits and focuses on analysis and optimal decision-making for complex systems involving uncertain data and risk.
The program includes courses in statistics, stochastic processes, stochastic optimization, and stochastic optimal control theory. Applications to financial systems, network design and routing, telecommunication systems, medicine, actuarial mathematics, and other areas are discussed. Students are encouraged to apply the techniques they learn to problems derived from their professional work and interests.
GRE Required for All Applicants
Core Course Requirements for Full Degree
MA 547 Advanced Calculus I
MA 611 Probability
MA 612 Mathematical Statistics
MA 623 Stochastic Processes
MA 629 Convex Analysis and Optimization
MA 661 Dynamic Programming & Stochastic Optimal Control
Elective Courses: (chosen with the consent of the student's academic advisor)
MA 615 Numerical Analysis I
MA 627 Combinatorial Analysis
MA 632 Theory of Games
MA 641 Time Series Analysis I
MA 655 Optimal Control Theory
MA 662 Stochastic Programming
MA 720 Advanced Statistics
CS 535 Financial Computing
EN 780 Nonlinear Correlation and System Identification
MGT 730 Design and Analysis of Experiments
Course Requirements for four-course Certificate Program
Required courses:
MA 611 Probability
MA 623 Stochastic Process
MA 629 Convex Analysis and Optimization
Plus one elective:
MA 612 Mathematical Statistics
MA 630 Numerical Methods of Optimization
MA 661 Stochastic Optimal Control and Dynamical Programming
MA 662 Stochastic Programming
For specific program information, CLICK HERE
Call 1-888-STEVENS
(201-216-5319)
or email: Graduate Admissions
Current Students: Consult your faculty advisor and study plan for course requirements and electives.