- English only
Optimization and Simulation
Slides
| Title | 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 | 02b-poisson.pdf |
| Discrete Events Simulation | 03-discreteEvents.pdf |
| Statistical Analysis and Bootstrapping | 04-bootstrap.pdf |
| Variance Reduction | 05-varianceReduction.pdf |
| Markov Chain Monte Carlo Methods | 06-markov.pdf |
| Introduction to Optimization | 07-introduction.pdf |
| Unconstrained Optimization | 08-unconstrained.pdf |
| Constrained Optimization | 09-constrained.pdf |
Contacts
Lecturers:
Teaching assistants:
Schedule
Friday 08:15-12:00