Simulation-Assignments-Python

Assignments written in Python for course IEOR E4404 Simulation (Fall 2020) at Columbia University.

Course Topics including:

• 1. Sampling from a Discrete Distribution: inverse transform method, rejection sampling method, composition method and boosting the efficiency.
• 2. Sampling from a Continuous Distribution: inverse transform method, rejection sampling method and composition method.
• 3. Sampling from a Poisson Process: simulating homogeneous and non-homogeneous Poisson Process.
• 4. System Simulation: simpy package in Python, one-server queueing system, multi-server queueing system, priority resource, process interruption and preemptive resource.
• 5. Variance Reduction: performing variance reduction on system output through Antithetic Method and Control Variates Method.