- English only
Optimization and Simulation
Slides
| Title | File |
|---|---|
| Introduction to Optimization | 01-introduction.pdf |
| Unconstrained Optimization | 02-unconstrained.pdf |
| Constrained Optimization | 03-constrained.pdf |
| Introduction to Simulation | 04-simulIntro.pdf |
| Drawing from Distributions | 05-draws.pdf |
| Simulating Events: the Poisson Process | 05b-poisson.pdf |
| Discrete Events Simulation | 06-discreteEvents.pdf |
| Statistical Analysis and Bootstrapping | 07-bootstrap.pdf |
| Variance Reduction | 08-varianceReduction.pdf |
| Markov Chain Monte Carlo Methods | 09-markov.pdf |
Schedule
Friday 08:15-12:00
Except Tue May 1 and Mon May 14.