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Optimization and Simulation
Slides
| Topic | 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 | 03-poisson.pdf |
| Discrete events simulation | 04-discreteEvents.pdf |
| Statistical analysis and bootstrapping | 05-bootstrap.pdf |
| Variance reduction | 06-varianceReduction.pdf |
| Optimization | 07-optimization.pdf |
| Multi-objective optimization | 08-multiObj.pdf |
| Markov Chain Monte Carlo method | 09-markov.pdf |
Contacts
Lecturers:
Teaching assistants:
Schedule
10.10.2018, 13:15-17:00
Simulation Exam
29.05.2018, 13:15-17:00
Optimization Exam
Rooms
GC B1 10 every week