Overview
- Complete graduate text for the one-semester course in Stochastic Simulation
- Includes end-of-chapter exercises and online solutions manual
- Author is one of the best-known authorities and teaches the class at Northwestern University
- Includes supplementary material: sn.pub/extras
Part of the book series: International Series in Operations Research & Management Science (ISOR)
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Table of contents (9 chapters)
Keywords
About this book
This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material); and provides a modern treatment of experiment design and analysis that goes beyond classical statistics. The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems and prepares the reader to use simulation in research as well as practice.
The book is a rigorous, but concise treatment, emphasizing lasting principles but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research; no other book does this. An online solutions manual for end of chapter exercises is also provided.
Reviews
From the reviews:
“The intended audience is graduate and advanced undergraduate students. … The book is clearly written, using a fairly terse style that may please instructors more than students. … its greatest strength is the attention it gives to the modeling process. … can be recommended as a supplement to any simulation course.” (Robert W. Hayden, MAA Reviews, March, 2014)
“The present book consists of 276 pages organised in 9 Chapters. … recommended for MSc, PhD students.” (János Sztrik, zbMATH, Vol. 1266, 2013)Authors and Affiliations
About the author
Bibliographic Information
Book Title: Foundations and Methods of Stochastic Simulation
Book Subtitle: A First Course
Authors: Barry L. Nelson
Series Title: International Series in Operations Research & Management Science
DOI: https://doi.org/10.1007/978-1-4614-6160-9
Publisher: Springer New York, NY
eBook Packages: Business and Economics, Business and Management (R0)
Copyright Information: Springer Science+Business Media New York 2013
Hardcover ISBN: 978-1-4614-6159-3Published: 31 January 2013
eBook ISBN: 978-1-4614-6160-9Published: 31 January 2013
Series ISSN: 0884-8289
Series E-ISSN: 2214-7934
Edition Number: 1
Number of Pages: XIV, 276
Topics: Operations Research/Decision Theory, Operations Research, Management Science, Simulation and Modeling