BUPT summer course

Stochastic Simulation: Design and Analysis

1. Course syllabus [PDF]

2. Homework assignments
– HW1 [PDF]. (due on July 11)
– HW2 [PDF].
– HW3 [PDF].
– HW4 [PDF] Data file: service_times.xlsx

3. Notes and sample codes
– Probability review [PDF].
– Basic MatLab tutorial [PDF].
– Basic Python tutorial [PDF].
– MabLab codes for M/M/1 queue [MM1].

4. Project
– Sample project report [PDF]

5. Some animations:

Working papers

• Order Ahead for Pickup: Promise or Peril?  (with Luyi Yang) [link]
• Online Learning and Optimization for Queues with Unknown Arrival Rate and Service Distribution. Submitted to Operations Research. (with Xinyun Chen and Guiyu Hong) [PDF]
• Dynamic Pricing in One-Way Car Sharing Networks: A Distributional Fluid Approximation Approach. (With Shuangchi He, Yang Liu and Ling Zhang) [PDF]
• A Functional Weak Law of Large Numbers for the Time-Varying (G_t/GI/s_t+GI)^m/M_t Queueing Network. Working paper. (With Korhan Aras) [PDF]