Course Description
This course is methodologically focused and a continuation of ISE 762 in Monte Carlo methods. The topics include, but are not limited to, Quasi-Monte Carlo, importance sampling and other advanced variance reduction approaches, derivative estimation, and advanced simulation optimization in continuous and finite spaces. While the application of these techniques to actual simulations is practiced as assignments, the discussion on simulation software and programming will be minimal. A current topic research presentation/paper required.
Fall 2025
Instructors
Meeting Patterns
Classes Start:
August 18, 2025
Classes End:
December 2, 2025
Location:
02125 Fitts-Woolard Hall
Class Days:
T H
Class Start Time:
1:30pm
Class End Time:
2:45pm
Class Type:
Lecture
Credits:
3.00
Restrictions:
Prerequisite: (CSC,ECE,IE,OR) 762 and ST 516
