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Business & Management - Operations Research & Decision Theory | Foundations and Methods of Stochastic Simulation

Foundations and Methods of Stochastic Simulation

A First Course

Nelson, Barry

2013, XIV, 276 p. 53 illus., 11 illus. in color.

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  • 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

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.

Content Level » Graduate

Keywords » Barry Nelson - Operations Research - Simulation Analysis - Simulation Modeling - Stochastic Simulation - VBASim

Related subjects » Applications - Operations Research & Decision Theory - Theoretical Computer Science

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