Stochastic simulation



The course discusses techniques to write computer simulations for a variety of real-life processes that exhibit a stochastic behaviour, ranging from epidemic models, financial models, manufacturing networks, to models for interacting particle systems in physics. The course is very practical, and mainly focusses on the modeling aspect, and on developing the simulation. Many of the lectures will be interactive, with the lecturer and the students writing a simulation together, step by step. This course is aimed at students who like to program and extend their programming skills and learn techniques to implement realistic discrete-event systems with stochastic characteristics.
Course period1/09/13 → …
Course levelDeepening
Course formatCourse