MSc in Computer science (Università degli Studi di Milano)

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


Date Info
21/05/2015 Office hours of May 28th canceled
The office hours of May 28th are canceled; students can arrange an appointment via e-mail.
19/03/2015 Office hours of April 2nd canceled
The office hours of April 2nd are canceled; students can arrange an appointment via e-mail.
19/03/2015 Suspension of the Simulation lesson
The Simulation class of March, 31st is canceled.
12/03/2015 Office hours rescheduled on 12/3
Office hours of today will start at 16:00.
05/03/2015 Office hours for the spring semester
Office hours for the spring semester will be on Thursday at 14:30 in the teacher's office, starting from 5/3.
05/03/2015 Schedule change for the Simulation course
Starting March 6th, 2015 the Simulation class schedule will change as follows: Tuesday 15:30–17:30, aula 5; Friday 8:30–10:30, aula 5.
09/01/2015 Office hours canceled
Regular office hour are canceled until next semester; students can arrange an appointment via e-mail.
25/09/2014 Semester for the Simulation course
The class of Simulation will be delivered in the spring semester.


Lectures are in italian.

Course schedule

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

Day Hour Place
Tuesday 15:30 - 17:30 aula 5
Friday 8:30 - 10:30 aula 5

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.