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Simulation

Author: Shane G Henderson; Barry L Nelson
Publisher: Amsterdam ; Boston : Elsevier, 2006.
Series: Handbooks in operations research and management science, v. 13.
Edition/Format:   Print book : English : 1st edView all editions and formats
Summary:
This is a collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. The chapters are tightly focused and written by experts in each area.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Shane G Henderson; Barry L Nelson
ISBN: 0444514287 9780444514288
OCLC Number: 72444380
Description: xiii, 678 pages ; 25 cm.
Contents: Stochastic computer simulation / Shane G. Henderson and Barry L. Nelson --
Mathematics for simulation / Shane G. Henderson --
Uniform random number generation / Pierre L'Ecuyer --
Nonuniform random variate generation / Luc Devroye --
Multivariate input processes / Bahar Biller and Soumyadip Ghosh --
Arrival processes, random lifetimes and random objects / Lawrence M. Leemis --
Implementing representations for uncertainty / W. David Kelton --
Statistical estimation in computer simulation / Christos Alexopolous --
Subjective probability and Bayesian methodology / Stephen E. chick --
A Hilbert space approach to variance reduction / Roberto Szechtman --
Rare-event simulation techniques : an introduction and recent advances / S. Juneja and P. Shahabuddin --
Quasi-random number techniques / C. Lemieux --
Analysis for design / Ward Whitt --
Resampling methods / R.C.H. Cheng --
Correlation-based methods for output analysis / David Goldsman and Barry L. Nelson --
Simulation algorithms for regenerative processes / Peter W. Glynn --
Selecting the best system / Seong-Hee Kim and Barry L. Nelson --
Metamodel-based simulation optimization / Russell R. Barton and Martin Meckesheimer --
Gradient estimation / Michael C. Fu --
An overview of simulation optimization via random search / Sigrun Andradottir --
Metaheuristics / Sigurdur Olafsson.
Series Title: Handbooks in operations research and management science, v. 13.
Responsibility: edited by Shane G. Henderson, Barry L. Nelson.

Abstract:

A collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. It focuses on design and analysis issues and intends to survey  Read more...

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