This Handbook 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. For the purpose of this volume “simulation” refers to the analysis of stochastic processes through the generation of sample paths (realization) of the processes.
Attention focuses on design and analysis issues and the goal of this volume is to survey the concepts, principles, tools and techniques that underlie the theory and practice of stochastic simulation design and analysis. Emphasis is placed on the ideas and methods that are likely to remain an intrinsic part of the foundation of the field for the foreseeable future. The chapters provide up-to-date references for both the simulation researcher and the advanced simulation user, but they do not constitute an introductory level ‘how to’ guide.
Computer scientists, financial analysts, industrial engineers, management scientists, operations researchers and many other professionals use stochastic simulation to design, understand and improve communications, financial, manufacturing, logistics, and service systems. A theme that runs throughout these diverse applications is the need to evaluate system performance in the face of uncertainty, including uncertainty in user load, interest rates, demand for product, availability of goods, cost of transportation and equipment failures.
* Tightly focused chapters written by experts
* Surveys concepts, principles, tools, and techniques that underlie the theory and practice of stochastic simulation design and analysis
* Provides an up-to-date reference for both simulation researchers and advanced simulation users

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nexusstc/Chapter 1 Stochastic Computer Simulation/bd76db200ef84734ebf221306fea6bd3.pdf

scihub/10.1016/s0927-0507(06)13001-7.pdf

zlib/Mathematics/Shane G. Henderson and Barry L. Nelson (Eds.)/Simulation_2274799.pdf

Handbooks in Operations Research and Management Science: Simulation, Volume 13 (Handbooks in Operations Research and Management Science)

Handbooks in Operations Research and Management Science, Volume 13: Simulation

edited by Shane G. Henderson, Barry L. Nelson

Henderson, Shane G.; Nelson, Barry L.

Wolters Kluwer Legal & Regulatory U.S.

Aspen Publishers

Elsevier

Handbooks in operations research and management science (Print), volume 13, 5ème édition, Amsterdam, cop. 2006

Handbooks in operations research and management science -- v. 13, 1st ed., Amsterdam, Boston, Netherlands, 2006

United States, United States of America

Elsevier Ltd., Amsterdam, 2006

October 25, 2006

1, US, 2006

lg1105884

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Referenced by: doi:10.1109/5.21067 doi:10.1080/15326349908807525 doi:10.1023/a:1022197004856 doi:10.1137/s0363012999362724 doi:10.1137/s036301290138376x

Includes bibliographical references and indexes.

Content:
Dedication
Page v
Shane G. Henderson, Barry L. Nelson
Chapter 1 Stochastic Computer Simulation Review Article
Pages 1-18
Shane G. Henderson, Barry L. Nelson
Chapter 2 Mathematics for Simulation Review Article
Pages 19-53
Shane G. Henderson
Chapter 3 Uniform Random Number Generation Review Article
Pages 55-81
Pierre L'Ecuyer
Chapter 4 Nonuniform Random Variate Generation Review Article
Pages 83-121
Luc Devroye
Chapter 5 Multivariate Input Processes Review Article
Pages 123-153
Bahar Biller, Soumyadip Ghosh
Chapter 6 Arrival Processes, Random Lifetimes and Random Objects Review Article
Pages 155-180
Lawrence M. Leemis
Chapter 7 Implementing Representations of Uncertainty Review Article
Pages 181-191
W. David Kelton
Chapter 8 Statistical Estimation in Computer Simulation Review Article
Pages 193-223
Christos Alexopoulos
Chapter 9 Subjective Probability and Bayesian Methodology Review Article
Pages 225-257
Stephen E. Chick
Chapter 10 A Hilbert Space Approach to Variance Reduction Review Article
Pages 259-289
Roberto Szechtman
Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances Review Article
Pages 291-350
S. Juneja, P. Shahabuddin
Chapter 12 Quasi-Random Number Techniques Review Article
Pages 351-379
C. Lemieux
Chapter 13 Analysis for Design Review Article
Pages 381-413
Ward Whitt
Chapter 14 Resampling Methods Review Article
Pages 415-453
R.C.H. Cheng
Chapter 15 Correlation-Based Methods for Output Analysis Review Article
Pages 455-475
David Goldsman, Barry L. Nelson
Chapter 16 Simulation Algorithms for Regenerative Processes Review Article
Pages 477-500
Peter W. Glynn
Chapter 17 Selecting the Best System Review Article
Pages 501-534
Seong-Hee Kim, Barry L. Nelson
Chapter 18 Metamodel-Based Simulation Optimization Review Article
Pages 535-574
Russell R. Barton, Martin Meckesheimer
Chapter 19 Gradient Estimation Review Article
Pages 575-616
Michael C. Fu
Chapter 20 An Overview of Simulation Optimization via Random Search Review Article
Pages 617-631
Sigrún Andradóttir
Chapter 21 Metaheuristics Review Article
Pages 633-654
Sigurdur Ólafsson
Author Index
Pages 655-666
Subject Index
Pages 667-678

2013-12-20