- English only
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 |
Contacts
Lecturers:
Teaching assistants:
Schedule
Tuesday 13:15-17:00