AMCS 308

AMCS 308 - Stochastic Methods in Engineering By Prof. Raul Tempone

 
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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.



Enrolled students can access course material through KAUST's Blackboard via:

https://blackboard.kaust.edu.sa