Sumários

Class 14 - Dynamic Programming

28 Outubro 2024, 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

28 Outubro 2024, 13:00 Anabela Costa


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

Class 12 - Monte Carlo Simulation

21 Outubro 2024, 14:30 Anabela Costa


Conclusion of the previous summary.


Model validation.

Monte Carlo Simulation: advantages and disadvantages.

Class 11 - Monte Carlo Simulation

21 Outubro 2024, 13:00 Anabela Costa


Solving exercises on the development of the Monte Carlo Simulation procedure steps.

Class 10 - Monte Carlo Simulation

14 Outubro 2024, 14:30 Anabela Costa


Conclusion of the previous summary.