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Simulating QCD at finite density

In this review, I recall the nature and the inevitability of the "sign problem" which plagues attempts to simulate lattice QCD at finite baryon density. I present the main approaches used to circumvent the sign problem at small chemical potential. I sketch how one can predict analytically the severity of the sign problem, as well as the numerically accessible range of baryon densities. I review progress towards the determination of the pseudo-critical temperature T_c(mu), and towards the identification of a possible QCD critical point. Some promising advances with non-standard approaches are reviewed.