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Optimization and Simulation
Slides
Topic | File |
---|---|
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 |