| Week | Subjects |
|---|---|
| 1 | Sums of independent random variables. Reading: Chapter 1 in notes |
| 2 | Continuation |
| 3 | Maximim likelihood. Reading: Chapter 2 in notes |
| 4 | Monte Carlo methods. Reading: Chapter 3 in notes |
| 5 | Continuation |
| 6 | Markov chains. Reading: Chapter 4 in notes |
| 7 | Continuation |
| 8 | Random walks and connection to differential equations. Reading: Chapter 5 in notes |
| 9 | Continuation |
| 10 | Introduction to stochastic control. Reading: Notes Chapter 6 |