AMCS 308 - Stochastic Methods in Engineering by Prof. Raul Tempone
Category:
Spring Term - 2016
The student who follows this course will get acquainted with different mathematical models and computational tools used to analyze systems with uncertainty arising in engineering, physics and chemistry, and economics.
Prerequisites
Basic probability, numerical analysis, and programming.
Abstract
Review of basic probability; Monte Carlo simulation; state space models and time series; parameter estimation, prediction and filtering; Markov chains and processes; stochastic control; Markov chain Monte Carlo. Examples from various engineering disciplines.