MS&E 323

Stochastic Simulation

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Assignments

Reading Assignment 1

Read Chapter 1, Chapter 2.1 to 2.4

Assignment 1

Problems 1.1, 1.3, 2.1, 2.2, 3.1 and 3.3 in Handout 1.

Assignment 2 (Due Feb 27)

Problems 4.3.1, 4.6.1, 5.1.1, 5.1.10, 5.5.1 and either Problem 6.8.1 or 6.8.2 in textbook

Reading Assignment 2

Read Chapter 7, 8, 10 of the textbook and Rare Event Simulation Handout.

Assignment 3

Problems 3.2, 3.7, 5.1, 5.2, 7.3 and 8.1 in Handout 2; Problem 7.5.1 in textbook; Choose one problem from 6.8.1, 6.8.2 in textbook and 8.2 in Handout 2.

Assignment 1 Solution

Assignment 2 Solution

 

 


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