IEMS 435: Stochastic Simulation

Quarter Offered

Fall : WF 2:30-3:50 ; Nelson


Calculus-based probability and statistics at the undergraduate engineering or mathematics level; computer programming in some programming language (C, Java, VBA, Matlab, R, Python, etc.); and graduate standing. The course does not assume students know Python or VBA.



  • Discrete event simulation modeling
  • Design and analysis of simulation experiments
  • Simulation programming in standard languages
  • Applications to manufacturing and services


B. L. Nelson. Foundations and Methods of Stochastic Simulation: A First Course, © Springer-Verlag 2013. ISBN 978-1-4614-6159-3. A pdf version of the book is free to Northwestern students connecting from inside the domain at

Course Pack: Please purchase the course pack from Quartet Digital Printing, 825 Clark Street, Evanston. It contains lecture notes and Python code listings.