Sumários

Class 15 - Dynamic Programming

3 Novembro 2025, 13:00 • Anabela Costa

Conclusion of previous summary.

Evaluation of a project involving up to three moments of decision. Analysis of the results of numerical applications. Sensitivity analysis to the value of project.

Class 14 - Dynamic Programming

27 Outubro 2025, 14:30 • Anabela Costa

Evaluation of a project involving up to two moments of decision. Analysis of the results of numerical applications.

Class 13 - Dynamic Programming

27 Outubro 2025, 13:00 • Anabela Costa

Conclusion of Monte Carlo Simulation: Model Validation; Advantages and Disadvantages.

Chapter 3: Dynamic Programming - introduction with an example. Characteristics of dynamic programming problems. Deterministic Dynamic Programming and Probabilistic Dynamic Programming.

Class 12 - Monte Carlo Simulation

20 Outubro 2025, 14:30 • Anabela Costa

Conclusion of the previous summary.

Class 11 - Monte Carlo Simulation

20 Outubro 2025, 13:00 • Anabela Costa

Application of Monte Carlo simulation to evaluate a computer project: identification and implementation of the stages of the methodology. Analysis of evaluation results.

Generating random observations from the Triangular Distribution using the NtRand function.