Practical information
- Time: Every Wednesday, from 09:15 to 13:00, starting February 18, 2026.
- Location: GC D0 386
- EPFL Coursebook of the course
- The final presentations of the projects will be held on the last day of the course (May 27, 2026) starting at 09:15 in the regular room GC D0 386.
Teaching team
Lectures
The schedule below is tentative.
| Date | Topic | Slides |
|---|---|---|
| 18.02.2026 | Introduction to simulation | Slides |
| Drawing from distributions | Slides | |
| 25.02.2026 | The Poisson process | Slides |
| Discrete event simulation | Slides | |
| 04.03.2026 | Statistical analysis and bootstrapping | Slides |
| Variance reduction | Slides | |
| 11.03.2026 | Markov chain Monte Carlo methods | Slides |
| 18.03.2026 | Simulation project | |
| 25.03.2026 | Simulation project | |
| 01.04.2026 | Simulation project | |
| 08.04.2026 | ~~ Spring break ~~ | |
| 15.04.2026 | Introduction to optimization | Slides |
| 22.04.2026 | Multi-objective optimization | Slides |
| 29.04.2026 | Optimization project | |
| 06.05.2026 | Optimization project | |
| 13.05.2026 | Optimization project | |
| 20.05.2026 | ~~ No in-class lecture and lab ~~ | |
| 28.05.2026 | Project presentations |
Readings
Laboratories
| Date | Lab Session | Material |
|---|---|---|
| 18.02.2026 | Overview | Download Material |
| 25.02.2026 | Random number generation and Poisson process | Download Material |
| Discrete events simulation | Download Material | |
| 04.03.2026 | Statistical analysis and bootstrapping | Download Material |
| Variance reduction Introduction to simulation project | Download Material | |
| 11.03.2026 | Markov chain Monte Carlo method | Download Material |
| Introduction to projects | Download Material | |
| 15.04.2026 | Optimization | Download Material |
| 22.04.2026 | Multi-objective optimization | Download Material |
Evaluation
Student performance is evaluated based on the group work through an oral presentation and the class involvement through exercise codes.