MSc in Computer science (Università degli Studi di Milano)

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


Date Info
20/04/2017 Office hours canceled
Starting Friday 04/20, regular office hour are canceled; students can arrange an appointment via e-mail.
06/03/2017 Office hours for the spring semester
Office hours for the spring semester will be during Thursday from 14:30 until 17:30 in the teacher's office, starting from 9/3.
01/02/2017 Office hours canceled
Starting Thursday 02/17, regular office hour are canceled until next semester; students can arrange an appointment via e-mail.
02/09/2016 Office relocation
Starting today, Prof. Malchiodi has moved his office in room P102 at the first floor in the via Comelico seat of the department.


Lectures are in italian.

Course schedule

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

Day Hour Place
Tuesday 8:30 - 10:30 aula Delta
Friday 11:30 - 13:30 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).

Students can clone a repository containing the jupyter notebooks used during classes.


The course explains the topics listed in the lecture calendar, covering the textbook contents in chapters 1 to 9.

Lectures calendar


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.