Optimization and Simulation

Slides

Topic File
Introduction to the Course 00-misc.pdf
Introduction to Optimization 01-introduction.pdf
Unconstrained Optimization 02-unconstrained.pdf
Constrained Optimization 03-constrained.pdf
Introduction to Simulation 04-simulIntro.pdf
Random Number Generation 05-draws.pdf
Poisson process 05b-poisson.pdf
Discrete Event Simulation 06-discreteEvents.pdf
Statistical Analysis and Bootstrapping 07-bootstrap.pdf
Variance Reduction Techniques 08-varianceReduction.pdf
Markov Chain Monte Carlo Method 09-markov.pdf

Schedule

Tuesday 13:15-17:00