Stanford MS&E 221 – Stochastic Modeling

Class description – Winter 2018

Focus is on time-dependent random phenomena. Topics: discrete and continuous time Markov chains, renewal processes, queueing theory, and applications. Emphasis is on building a framework to formulate and analyze probabilistic systems. Prerequisite: 220 or consent of instructor.


Please sign up for the class on Canvas; all lecture notes, discussion section notes, and homeworks will be posted there.

Please also sign up for Gradescope; you can find the entry code needed on Canvas. All homework submission and grading will be handled through Gradescope.


Class times and locations:

  • Tuesdays and Thursdays 1:30-2:50 PM, Skilling Auditorium

  • Discussion sections Fridays, 12:30-1:20 PM, Gates B03

Peter Glynn
Office Hours: Wednesdays, 3:15-4:15 PM in Huang B007 and Thursdays, 4:30-5:45 PM in Huang 219

Hongseok Namkoong
SCPD Office Hours: Tuesdays, 11:00am-12:15pm and Thursdays, 7:00-8:15pm
Xiaocheng Li
Office Hours: Thursdays, 10:30-11:30am in Huang B008 and Fridays 1:30-3:30pm in Gates 100
Teng Zhang
Office Hours: Wednesdays, 1:15-2:45pm in Y2E2 105 and Fridays, 11:00am-12:30pm in Gates 100
Yiching Ding
Office Hours: Mondays, 5:00pm - 6:30pm in Y2E2 372

For questions, please use Canvas.