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Some sample codes for basic or complicated stochastic processes and simulations. Check the file names.

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stochastic-processes

I know many students and researchers in Operations, Management Science, Statistics, and so on have to write code to define and simulate stochastic processes. I did this for hundreds of problems. Therefore, I share some of my codes and hope they will help somebody. Most of these questions can be found in Simulation, Fifth Edition by Sheldon M. Ross(2013) (DOI: https://doi.org/10.1016/C2011-0-04574-X), but I won't compile them as a copiable solution manual ;) Check the file names and contact me if you need the answer to a question missing in this repository. [email protected] Omid Arhami

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Some sample codes for basic or complicated stochastic processes and simulations. Check the file names.

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