Course Schedule and Catalog
Course Schedule - Fall Semester 2022
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
CAAM 586 001 (CRN: 14608)
STOCHASTIC SIMULATION
Long Title: STOCHASTIC SIMULATION: ALGORITHMS AND ANALYSIS
Department: Comp Appl Math Operations Rsch
Instructor: Pang, Guodong
Meeting: 9:25AM - 10:40AM TR (22-AUG-2022 - 2-DEC-2022)
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Language of Instruction: Taught in English
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Course Materials: Rice Campus Store
Restrictions:
Must be enrolled in one of the following Level(s):
Graduate
Section Max Enrollment: 15
Section Enrolled: 7
Total Cross-list Max Enrollment: 50
Total Cross-list Enrolled: 14
Enrollment data as of: 8-MAY-2024 4:48AM
Final Exam: Scheduled Final Exam-OTR Room
Final Exam Time:
11-DEC-2022
7:00PM - 10:00PM U
Description: Simulation methods and algorithms to modeling and analysis of real-world complex stochastic systems. 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, simulation-based optimization. This course discusses simulation algorithms and their analysis for applications in operations research (service operations, healthcare, queueing, networks, inventory, finance). It is supplemented by practical programming exercises. Cross-list: CAAM 485. Recommended Prerequisite(s): MATH 212, (STAT 310 or STAT 311 or 418), (CAAM 334 or CAAM 335), CAAM 382, MATH 302