Crafts Of Simulation Programming (eBook)

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  • 73,938 Words
  • 304 Pages

Crafts of Simulation Programs is a collection of tools, techniques and theories required to develop and implement simulation models on a computer. This timely book provides the various skills and techniques needed in simulation programming with general-purpose languages. The topics range in difficulty, and several latest fields in simulation output analysis are covered such as samples sizes, order statistics, ranking and selection, comparison with a control, selection with constraints, etc.Presented in the format of research project reports, detailed descriptions, important concepts and techniques are introduced and developed. Each chapter is relatively self-contained and can be used as a study unit. Algorithms have detailed implementations in C and are readable by anyone who has done a little programming. Many chapters include simulation results. It is designed to impart to the readers the statistical techniques used in simulation. This book will prove to be invaluable not only to students and researchers in the fields of simulation programming, but also to teachers of this subject who will find this text useful as a supplement.Contents:Basic Simulation ProgrammingSample Sizes and Stopping RulesGenerating Independent and Identically Distributed Batch MeansDistributions of Order StatisticsOrder Statistics from Correlated Normal Random VariablesHistogram and Quasi-Independent ProcedureMetamodelsDensity EstimationComparing Two AlternativesRanking and SelectionComputing Budget Allocation of Selection ProceduresUsing Common Random Numbers with Selection ProceduresParallel and Distributed SimulationMulti-Objective SelectionGeneric Selection with ConstraintsReadership: Undergraduate, graduate students, researchers and practitioners. Simulation; Random Number Generator; Order Statistics; Ranking and Selection; Quantile; Density

Crafts of Simulation Programs is a collection of tools, techniques and theories required to develop and implement simulation models on a computer. This timely book provides the various skills and techniques needed in simulation programming with general-purpose languages. The topics range in difficulty, and several latest fields in simulation output analysis are covered such as samples sizes, order statistics, ranking and selection, comparison with a control, selection with constraints, etc.Presented in the format of research project reports, detailed descriptions, important concepts and techniques are introduced and developed. Each chapter is relatively self-contained and can be used as a study unit. Algorithms have detailed implementations in C and are readable by anyone who has done a little programming. Many chapters include simulation results. It is designed to impart to the readers the statistical techniques used in simulation. This book will prove to be invaluable not only to students and researchers in the fields of simulation programming, but also to teachers of this subject who will find this text useful as a supplement.Contents:Basic Simulation ProgrammingSample Sizes and Stopping RulesGenerating Independent and Identically Distributed Batch MeansDistributions of Order StatisticsOrder Statistics from Correlated Normal Random VariablesHistogram and Quasi-Independent ProcedureMetamodelsDensity EstimationComparing Two AlternativesRanking and SelectionComputing Budget Allocation of Selection ProceduresUsing Common Random Numbers with Selection ProceduresParallel and Distributed SimulationMulti-Objective SelectionGeneric Selection with ConstraintsReadership: Undergraduate, graduate students, researchers and practitioners. Simulation; Random Number Generator; Order Statistics; Ranking and Selection; Quantile; Density


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