Foundations and Methods of Stochastic Simulation

£74.50

Foundations and Methods of Stochastic Simulation

A First Course

Economics, Finance, Business and Management Management decision making Operational research Probability and statistics Computer science

Authors: Barry L. Nelson, Linda Pei

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Collection: International Series in Operations Research & Management Science

Language: English

Published by: Springer

Published on: 10th November 2021

Format: LCP-protected ePub

Size: 14 Mb

ISBN: 9783030861940


Overview

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.

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