Course 02443: Stochastic Simulation, June 2017

Lecturer and instructor: Bo Friis Nielsen
Instructors: Flavia Dalia Frumosu, Jesper Fink Andersen, and Oscar Peralta Gutierrez
Contact: bfni@dtu.dk

Textbook: Notes will be handed out. Suggested additional reading is:

  • Simulation, Sheldon M. Ross, Elsevier, 2013.
  • Simulation Modeling and Analysis, Averill M. Law, McGraw-Hill, 2015.
  • Introducing Monte Carlo Methods with R, C.P. Robert and G. Casella, Springer, 2010 (pdf available from DTU electronic library).
  • Lectures are held in building 306, aud. 32, starting Thursday 01/06, 9.15. Lectures will continue until Friday 9/06.

    Computer exercises are carried out in Building 302 second floor (In Danish: Første sal).

    The computer exercises must be documented in reports and handed in Monday 12/6. The computer exercises can be found at the end of their associated slideshow. From Monday 12/6 until Thursday 22/06, students will work on a specific topic. A report of this work must be handed in on Thursday 22/06.

    Any langauge implementing the most common probability and statistics functions (e.g. R, Matlab, Python) can be used, although the use of R is also possible. See R for Beginners by Emmanuel Paradis 76 pp.


    Course plan:


    Last change: 12/6 2017, by bfn