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Systems Science
Operations Research
1. Introduction to Operations Research
2. Mathematical Preliminaries
3. Linear Programming
4. Transportation and Assignment Problems
5. Network Optimization Models
6. Integer Programming
7. Nonlinear Programming
8. Dynamic Programming
9. Stochastic Processes and Markov Chains
10. Queueing Theory
11. Inventory Theory
12. Simulation
13. Decision Analysis
14. Heuristics and Metaheuristics
12.
Simulation
12.1.
Introduction to Simulation
12.1.1.
When to Use Simulation
12.1.2.
Types of Simulation Models
12.1.2.1.
Static vs. Dynamic
12.1.2.2.
Deterministic vs. Stochastic
12.1.2.3.
Continuous vs. Discrete
12.1.3.
Advantages and Disadvantages
12.2.
Monte Carlo Simulation
12.2.1.
Random Sampling Principles
12.2.2.
Applications in Risk Analysis
12.2.3.
Variance Reduction Techniques
12.2.3.1.
Antithetic Variates
12.2.3.2.
Control Variates
12.2.3.3.
Importance Sampling
12.3.
Discrete-Event Simulation
12.3.1.
System State Variables
12.3.2.
Event Types and Scheduling
12.3.3.
Simulation Clock
12.3.4.
Event List Management
12.3.5.
Time Advance Mechanisms
12.3.5.1.
Next-Event Time Advance
12.3.5.2.
Fixed-Increment Time Advance
12.4.
Random Number Generation
12.4.1.
Properties of Random Numbers
12.4.2.
Pseudorandom Number Generators
12.4.3.
Linear Congruential Generators
12.4.4.
Testing for Randomness
12.4.4.1.
Frequency Tests
12.4.4.2.
Runs Tests
12.4.4.3.
Correlation Tests
12.5.
Random Variate Generation
12.5.1.
Inverse Transform Method
12.5.2.
Acceptance-Rejection Method
12.5.3.
Composition Method
12.5.4.
Special Techniques for Common Distributions
12.6.
Input Modeling
12.6.1.
Data Collection and Analysis
12.6.2.
Distribution Fitting
12.6.3.
Goodness-of-Fit Tests
12.6.3.1.
Chi-Square Test
12.6.3.2.
Kolmogorov-Smirnov Test
12.6.4.
Parameter Estimation
12.7.
Output Analysis
12.7.1.
Transient vs. Steady-State Behavior
12.7.2.
Statistical Analysis of Output
12.7.3.
Confidence Interval Construction
12.7.4.
Comparison of Alternative Systems
12.7.5.
Variance Reduction in Output Analysis
12.8.
Verification and Validation
12.8.1.
Model Verification Techniques
12.8.2.
Model Validation Methods
12.8.3.
Sensitivity Analysis
12.8.4.
Documentation and Testing
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13. Decision Analysis