Foundations and Methods of Stochastic Simulation

A First Course

Häftad, Engelska, 2022

Av Barry L. Nelson, Linda Pei

1 199 kr

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This graduate-level textbook covers modelling, programming and analysis of stochastic computer simulation experiments, including the mathematical and statistical foundations of simulation and why it works.

Produktinformation

Utgivningsdatum2022-11-12
Mått155 x 235 x 24 mm
Vikt518 g
FormatHäftad
SpråkEngelska
SerieInternational Series in Operations Research & Management Science
Antal sidor313
Upplaga2
FörlagSpringer Nature Switzerland AG
ISBN9783030861964

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Barry L. Nelson is the Walter P. Murphy Professor in the Department of Industrial Engineering and Management Sciences at Northwestern University, US. His research expertise is in the design and analysis of computer simulation experiments on models of stochastic systems, focusing particularly on statistical efficiency and simulation optimization. His application domains include computer-performance modelling, manufacturing systems, financial engineering and transportation. He is a Fellow of INFORMS and IISE. Linda Pei is a senior Ph.D. student in the Department of Industrial Engineering and Management Sciences at Northwestern University, US. Her research interests are simulation optimization and data science. She designed and developed Python programs for large-scale parallel simulation optimization and was named the Outstanding Teaching Assistant in the department.

Chapter 1: Why Do We Simulate.- Chapter 2: Simulation Programming: Quick Start.- Chapter 3: Examples.- Chapter 4: Simulation Programming with PythonSim.- Chapter 5: Three Views of Simulation.- Chapter 6: Simulation Input.- Chapter 7: Simulation Output.- Chapter 8: Experiment Design and Analysis.- Chapter 9: Simulation Optimization and Sensitivity.- Chapter 10: Simulation for Research.- References.- Index.