This course introduces to the theory and to some applications of stochastic simulation.
Lectures are in italian.
Lectures will take place at the Computer science department, according to the following schedule:
|Monday||9:00 - 11:00||aula 6|
|Thursday||10:30 - 12:30||aula 6|
Any change to the schedule will be announced in class and published in paragraph News of this page.
By appointment (via e-mail).
It is possible contact the teacher by e-mail, taking care to read in advance the guide prepared by Prof. Sebastiano Vigna and clearly specifying in the message the course name and the academic year. In particular, students are encouraged to always use their academic address (i.e. based on the domain
studenti.unimi.it) signing with name and student ID number and recalling that the response time may vary depending on the teacher commitments.
The course is based on the following textbook: Sheldon M. Ross, Simulation, fourth edition, Elsevier/Academic Press, Amsterdam, 2006 (ISBN 978-0125980630).
The course explains the topics listed in the lecture calendar, covering the textbook contents in chapters 1 to 9.
The links allow to download Wolfram Mathematica notebooks containing some of the simulations shown in class. These documents are provided as an example: the course is not about learning this software tool and the examination will not address his knowledge. However, students are encouraged to independently implement the techniques explained in class, possibly in different languages.
The exam consists in an oral test about the program of one module and in a project about the remaining course module, by appointment.