MSc in Computer science (Università degli Studi di Milano)

This course introduces to the theory and to some applications of stochastic simulation.


Lectures are in italian.

Course schedule

Lectures will take place at the Computer science department, according to the following schedule:

Day Hour Place
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.

Office hours

By appointment, room 5015 of the Computer Science Department. 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 signing with name and student ID number and recalling that the response time may vary depending on the teacher commitments.

Course material

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.

Lectures calendar

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.


Exam modalities

The exam consists in an oral test about the program of one module and in a project about the remaining course module, by appointment.