Crafts Of Simulation Programming

Crafts Of Simulation Programming

E Jack Chen


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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 Programming Sample Sizes and Stopping Rules Generating Independent and Identically Distributed Batch Means Distributions of Order Statistics Order Statistics from Correlated Normal Random Variables Histogram and Quasi-Independent Procedure Metamodels Density Estimation Comparing Two Alternatives Ranking and Selection Computing Budget Allocation of Selection Procedures Using Common Random Numbers with Selection Procedures Parallel and Distributed Simulation Multi-Objective Selection Generic Selection with ConstraintsReadership: Undergraduate, graduate students, researchers and practitioners. Simulation; Random Number Generator; Order Statistics; Ranking and Selection; Quantile; Density