Optimization and Simulation


Topic File
Introduction to the course 00-misc.pdf
Introduction to simulation 01-simulIntro.pdf
Drawing from distributions 02-draws.pdf
Simulating events: the Poisson process 03-poisson.pdf
Discrete events simulation 04-discreteEvents.pdf
Statistical analysis and bootstrapping 05-bootstrap.pdf
Variance reduction 06-varianceReduction.pdf
Optimization 07-optimization.pdf
Multi-objective optimization 08-multiObj.pdf
Markov Chain Monte Carlo method 09-markov.pdf


Tuesday 09:15-13:00


GC B1 10 every week, except

MA A1 12 on 28.03.2017 and 04.04.2017