Embedded Files
This is a list of course materials and comments. I will post new files, website links, and comments as we make progress through the course.
Hill and Spall (2019) reading on MCMC - Reading for weeks 12 - 13: Hill, S. D. and Spall, J. C. (2019), “Stationarity and Convergence of the Metropolis-Hastings Algorithm: Insights into Theoretical Aspects,” IEEE Control Systems Magazine, vol. 39(1), pp. 56–67.
Supplementary reading for week 5: Case study on reliability (theoretical foundation). - Spall, J. C. (2014), “Identification for Systems with Binary Subsystems,” IEEE Transactions on Automatic Control, vol. 59(1), pp. 3–17. (Use an institutional--JHU--computer to freely access paper.)
Amaran, S., Sahinidis, N. V., Sharda, B., and Bury, S. J. (2014), “Simulation Optimization: A Review of Algorithms and Applications,” 4OR–Quarterly Journal of Operations Research, vol. 12(4), pp. 301–333. http://dx.doi.org/10.1007/s10288-014-0275-2
MonteCarlo_intro_handout.pdfMonteCarlo_intro
Appendix B_handout.pdfAppendix B
Chapter 13_handout.pdfChapter 13
CaseStudy_binary-subsystems_MLE_FIM_handout.pdfCase Study--MLE/FIM--Week 5
Appendix D_handout.pdfAppendix D
DoubleDescent_week6_GengZhang.pdfDouble Descent--Week 6--Geng Zhang
Simulation_optimization_intro_handout.pdfSimulation_optimization_intro
Chapter 14_handout.pdfChapter 14
CaseStudy_Simulation Optimization_AirTraffic_DWH_SDH._handout.pdfCaseStudy_Simulation Optimization_AirTraffic_DWH_SDH
Chapter 15_handout.pdfChapter 15
CISS 2025_MSPSA-microgrids_Raymond Gong_JSpall.pptxCase study: "Simulation-Based Optimization for Policy Incentives and Planning of Hybrid Microgrids." Guest Presentation by Raymond Gong
Project ideas-MSMC25.pdfFinal project ideas/information (opens with usual class password)
Hill_EORMS_2014_Discrete_stochastic_optimization.pdfHill, S. D. (2014), “Discrete Optimization with Noisy Objective Function Measurements,” in Wiley Encyclopedia of Operations Research and Management Science, Wiley, Hoboken, NJ.
Chapter 12_handout.pdfChapter 12
Chapter 00_DiscreteOptimization_handout.pdfChapter 00--Discrete Optimization with Noisy Loss Measurements
Appendix E_handout.pdfAppendix E
Chapter 16_handout.pdfChapter 16
Chapter 17_handout.pdfChapter 17
Last class instructions_SMC_2025_handout.pdfFinal project instructions
Page updated
Google Sites
Report abuse