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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
Simulation
Introduction to Simulation
When to Use Simulation
Types of Simulation Models
Static vs. Dynamic
Deterministic vs. Stochastic
Continuous vs. Discrete
Advantages and Disadvantages
Monte Carlo Simulation
Random Sampling Principles
Applications in Risk Analysis
Variance Reduction Techniques
Antithetic Variates
Control Variates
Importance Sampling
Discrete-Event Simulation
System State Variables
Event Types and Scheduling
Simulation Clock
Event List Management
Time Advance Mechanisms
Next-Event Time Advance
Fixed-Increment Time Advance
Random Number Generation
Properties of Random Numbers
Pseudorandom Number Generators
Linear Congruential Generators
Testing for Randomness
Frequency Tests
Runs Tests
Correlation Tests
Random Variate Generation
Inverse Transform Method
Acceptance-Rejection Method
Composition Method
Special Techniques for Common Distributions
Input Modeling
Data Collection and Analysis
Distribution Fitting
Goodness-of-Fit Tests
Chi-Square Test
Kolmogorov-Smirnov Test
Parameter Estimation
Output Analysis
Transient vs. Steady-State Behavior
Statistical Analysis of Output
Confidence Interval Construction
Comparison of Alternative Systems
Variance Reduction in Output Analysis
Verification and Validation
Model Verification Techniques
Model Validation Methods
Sensitivity Analysis
Documentation and Testing
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13. Decision Analysis