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.
Spring 2024
Instructors
Meeting Patterns
Classes Start:
January 8, 2024
Classes End:
April 23, 2024
Location:
02121 Fitts-Woolard Hall
Class Days:
T H
Class Start Time:
10:15am
Class End Time:
11:30am
Class Type:
Lecture
Credits:
3.00
Restrictions:
None
