The objective of this course is first to introduce the general concept of models. What are models? Are there different types of models? Who uses models? Why are models useful? This introduction to models also serves to discuss the concept of system, complexity, simulation and optimization. Also addressed is the role of models as tools to understand system behavior and decipher complexity. The second purpose of the course is to present and illustrate with examples of applications the main categories of models: statistical models, agent-based models, simulation models, game theory and optimization models. The third and last objective is to select one or two specific model types and practice both model building and use with real life examples of applications.