International Series in Operations Research & Management Science
cover

Foundations and Methods of Stochastic Simulation

A First Course

Authors: Nelson, Barry L., Pei, Linda

  • Contains a modern treatment of simulation optimization
  • Provides specific training in modelling, programming and analysis using Python
  • Examines mathematical and statistical foundations of stochastic simulation
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eBook 85,59 €
price for Spain (gross)
  • Due: December 10, 2021
  • ISBN 978-3-030-86194-0
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover 103,99 €
price for Spain (gross)
  • Due: December 10, 2021
  • ISBN 978-3-030-86193-3
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Shipping restrictions
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this Textbook

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. The book is rigorous and complete, but concise and accessible, providing all necessary background material. Object-oriented programming of simulations is illustrated in Python, while the majority of the book is programming language independent. In addition to covering the foundations of simulation and simulation programming for applications, the text prepares readers to use simulation in their research. A solutions manual for end-of-chapter exercises is available for instructors.

About the authors

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.

Buy this book

eBook 85,59 €
price for Spain (gross)
  • Due: December 10, 2021
  • ISBN 978-3-030-86194-0
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover 103,99 €
price for Spain (gross)
  • Due: December 10, 2021
  • ISBN 978-3-030-86193-3
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Shipping restrictions
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Foundations and Methods of Stochastic Simulation
Book Subtitle
A First Course
Authors
Series Title
International Series in Operations Research & Management Science
Series Volume
316
Copyright
2021
Publisher
Springer International Publishing
Copyright Holder
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG
eBook ISBN
978-3-030-86194-0
DOI
10.1007/978-3-030-86194-0
Hardcover ISBN
978-3-030-86193-3
Series ISSN
0884-8289
Edition Number
2
Number of Pages
XVI, 313
Number of Illustrations
56 b/w illustrations, 9 illustrations in colour
Topics