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Stochastic Simulation During this fourth term I will give five lectures.

Summary: Stochastic Simulation
During this fourth term I will give five lectures.
Meeting Description
1 Introduction to stochastic simulation and basic techniques
2 Generating realisations from a given distribution
3 Analysing the output from stochastic simulation
4 Comparing different options by stochastic simulation
5 Fast Simulation techniqes and experimental design
To finish this course, you have to make several exercises (mostly writing simulation
programs) and one final assignment including a report. The exercises are made by
everyone individually (since they are intended to practice); the final assignment with
report is done in couples. The grade for this course is based on the final assignment
(report and program).
The programs (especially the one for the final assignment) have to be well
The report should be primarily addressed to the management of a firm. On the other
hand, also other mathematicians want to know what you have done. So the report
should consist of two parts and cover (at least) the following subjects:
Part 1: To the management


Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente


Collections: Engineering