Optimization and Simulation


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


Friday 08:15-12:00


GR C0 01
Except March 8 and 15: GR A3 31