CMOR 551: SIM MODELING AND ANALYSIS
Fall 2024 · Section 002 · CRN 15836
This course introduces simulation techniques that uses statistical sampling, probability models and computational tools to study complex stochastic systems arising in service operations, healthcare, telecommunications, production, logistics, inventory and financial systems. Topics covered include generating random objects (random variables and stochastic processes, discrete-event systems), input and output analysis, steady-state simulation, variance-reduction methods, rare-event simulation, Markov chain Monte Carlo methods, and simulation-based optimization. The course lectures are supplemented with programming components in homework and projects. Cross-list: CMOR 451.
- Credits
- 3
- Instructors
- Guodong Pang