Modern simulation and modeling:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Wiley
1998
|
| Series: | Wiley series in probability and statistics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XVII, 352 S. graph. Darst. |
| ISBN: | 0471170771 |
Staff View
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Record in the Search Index
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| adam_text | MODERN SIMULATION AND MODELING REUVEN Y. RUBINSTEIN TECHNION, ISRAEL
INSTITUTE OF TECHNOLOGY HAIFA, ISRAEL BENJAMIN MELAMED RUTGERS
UNIVERSITY NEW BRUNSWICK, NEW JERSEY A WILEY-INTERSCIENCE PUBLICATION
JOHN WILEY & SONS, **. NEW YORK * CHICHESTER * WEINHEIM * BRISBANE *
SINGAPORE * TORONTO CONTENTS PREFACE XIUE ACRONYMS AND SYMBOLS XVII PART
I CONVENTIONAL SIMULATION 1 SYSTEMS, MODELS, AND SIMULATION 5 1.1
INTRODUCTION 5 1.1.1 DISCRETE-EVENT SYSTEMS AND SIMULATION 5 1.2
SYSTEMS, MODELS, AND SIMULATION 5 1.3 DISCRETE-EVENT SIMULATION 10 1.3.1
SIMULATION CLOCK AND EVENT LIST 10 REFERENCES 13 2 RANDOM NUMBERS,
VARIATES, AND STOCHASTIC PROCESS GENERATION 14 2.1 RANDOM NUMBER
GENERATION 14 2.2 VARIATE GENERATION FROM PRESCRIBED DISTRIBUTIONS 18
2.2.1 INVERSE-TRANSFORM METHOD 18 2.2.2 COMPOSITION METHOD 22 2.2.3
ACCEPTANCE-REJECTION METHOD 24 2.3 RANDOM VECTOR GENERATION 27 2.3.1
VECTOR INVERSE-TRANSFORM METHOD 27 2.3.2 VECTOR ACCEPTANCE-REJECTION
METHOD 28 2.3.3 GENERATING VARIATES FROM THE MULTINORMAL DISTRIBUTION 30
2.4 GENERATION OF CONTINUOUS VARIATES 32 VII VIII CONTENTS 2.4.1
EXPONENTIAL DISTRIBUTION 32 2.4.2 GAMMA DISTRIBUTION 33 2.4.3 BETA
DISTRIBUTION 34 2.4.4 NORMAL DISTRIBUTION 35 2.5 GENERATING DISCRETE
RANDOM VARIATES 38 2.5.1 BERNOULLI DISTRIBUTION 38 2.5.2 BINOMIAL
DISTRIBUTION 39 2.5.3 GEOMETRIC DISTRIBUTION 40 2.5.4 POISSON
DISTRIBUTION 40 2.6 GENERATING POISSON PROCESSES 42 2.6.1 GENERATING A
STATIONARY POISSON PROCESS 42 2.6.2 GENERATING A NONSTATIONARY POISSON
PROCESS 42 2.7 GENERATING RANDOM VECTORS, UNIFORMLY DISTRIBUTED OVER
VARIOUS REGIONS 43 2.7.1 GENERATING RANDOM VECTORS OVER A SIMPLEX 43
2.7.2 GENERATING RANDOM VECTORS, UNIFORMLY DISTRIBUTED OVER A UNIT
HYPERSPHERE 46 2.7.3 GENERATING RANDOM VECTORS, UNIFORMLY DISTRIBUTED
OVER A HYPERELLIPSOID 50 2.8 INPUT ANALYSIS USING TES SEQUENCES 51 2.8.1
TES PROCESSES 54 2.8.2 TES MODELING METHODOLOGY 58 2.9 EXERCISES 62
REFERENCES 65 3 OUTPUT ANALYSIS OF DISCRETE-EVENT SYSTEMS VIA SIMULATION
68 3.1 INTRODUCTION 68 3.2 STATIC MODELS 68 3.3 FINITE-HORIZON
SIMULATION OF DISCRETE-EVENT DYNAMIC SYSTEMS (DEDS) 70 3.4 STEADY-STATE
SIMULATION OF DEDS 72 3.5 PLANNING QUEUEING SIMULATIONS 75 3.6
BATCH-MEAN METHOD 77 3.7 REGENERATIVE METHOD 78 3.8 EXERCISES 85
REFERENCES 87 4 VARIANCE REDUCTION TECHNIQUES 89 4.1 INTRODUCTION 89
CONTENTS IX 4.2 COMMON AND ANTITHETIC VARIATES 90 4.3 CONTROL VARIATES
95 4.4 CONDITIONAL MONTE CARLO 97 4.5 IMPORTANCE SAMPLING 100 4.6
STRATIFIED SAMPLING 102 4.7 EXERCISES 105 REFERENCES 108 PART II MODERN
SIMULATION DISTRIBUTIONAL PARAMETERS 115 STRUCTURAL PARAMETERS 116
REFERENCES 117 5 SENSITIVITY ANALYSIS AND OPTIMIZATION OF DISCRETE-EVENT
STATIC SYSTEMS (DESS) 119 5.1 INTRODUCTION 119 5.2 SENSITIVITY ANALYSIS
OF SYSTEM PERFORMANCE 120 5.3 WHAT-IF PROBLEM AND THE RESPONSE-SURFACE
METHODOLOGY 132 5.4 OPTIMIZATION OF DESS 146 5.5 EXERCISES 154
REFERENCES 158 6 SENSITIVITY ANALYSIS AND OPTIMIZATION OF DISCRETE-EVENT
DYNAMIC SYSTEMS: DISTRIBUTED PARAMETERS 159 6.1 INTRODUCTION 159 6.2
SENSITIVITY ANALYSIS OF SYSTEM PERFORMANCE 162 6.2.1 ESTIMATION OF
EXPECTED SOJOURN TIME 167 6.2.2 ESTIMATION OF EXPECTED NUMBER OF
CUSTOMERS IN SYSTEM 169 6.3 DECOMPOSABLE SCORE FUNCTION ESTIMATORS 181
6.3.1 NUMERICAL RESULTS 187 6.4 OPTIMIZATION OF DEDS 191 6.4.1 OFF-LINE
OPTIMIZATION 192 6.4.2 ON-LINE OPTIMIZATION 202 6.5 TOPOLOGICAL DESIGN
OF NETWORKS 206 6.6 EXERCISES 207 REFERENCES 210 X CONTENTS 7
SENSITIVITY OF ANALYSIS OF DISCRETE-EVENT DYNAMIC SYSTEMS: STRUCTURAL
PARAMETERS 212 7.1 INTRODUCTION 212 7.2 DIRECT, PUSH-OUT, AND PUSH-IN
ESTIMATORS 216 7.2.1 DIRECT ESTIMATORS 216 7.2.2 PUSH-OUT TECHNIQUE 218
7.2.3 IPA TECHNIQUE 220 7.3 PUSH-OUT METHOD FOR DESS 224 7.3.1 EXTENSION
TO SENSITIVITY ANALYSIS 228 7.4 PUSH-OUT METHOD FOR QUEUEING AND
PRODUCTION MODELS 229 7.4.1 QUEUEING MODELS 229 7.4.2 PRODUCTION
INVENTORY MODELS 233 7.5 PUSH-OUT METHOD FOR INVENTORY MODELS 237 7.5.1
PERFORMANCE EVALUATION AND SENSITIVITY ANALYSIS 239 7.5.2 OPTIMIZATION
255 7.5.3 NUMERICAL RESULTS 258 7.6 SENSITIVITY WITH AUTOCORRELATED
INPUTS 258 7.7 COMBINING THE SCORE FUNCTION METHOD WITH THE CRUDE MONTE
CARLO METHOD 262 7.8 SUMMARY 264 7.9 EXERCISES 266 REFERENCES 267 8
RESPONSE SURFACE METHODOLOGY VIA THE SCORE FUNCTION METHOD 270 8.1
INTRODUCTION 270 8.2 CHOOSING A GOOD REFERENCE PARAMETER 272 8.2.1
STATIC MODELS 272 8.2.2 SIMPLE QUEUES 274 8.2.3 QUEUEING NETWORKS 279
8.3 RESPONSE SURFACE METHODOLOGY VIA THE SCORE FUNCTION METHOD 283 8.3.1
STATIC MODELS 283 8.3.2 SIMPLE QUEUES 284 8.3.3 QUEUEING NETWORKS 287
8.4 ESTIMATING THE OPTIMAL REFERENCE PARAMETER 288 8.4.1 STATIC MODELS
289 8.4.2 QUEUEING MODELS 297 8.5 APPENDIX: CONVEXITY RESULTS 299 8.6
EXERCISES 301 REFERENCES 302 CONTENTS XI 9 ESTIMATING RARE-EVENT
PROBABILITIES AND RELATED OPTIMIZATION ISSUES 304 9.1 INTRODUCTION 304
9.2 POLYNOMIAL-TIME ESTIMATORS 309 9.3 RARE-EVENT PROBABILITY ESTIMATION
IN SIMPLE QUEUES 315 9.3.1 ECM AND OECM FOR SIMPLE RANDOM WALKS 315
9.3.2 CONVENTIONAL AND SWITCHING REGENERATIVE ESTIMATORS 318 9.3.3
ROBUSTNESS OF SWITCHING ESTIMATORS 322 9.4 RARE-EVENT PROBABILITY
ESTIMATION FOR DESS 326 9.5 RARE-EVENT PROBABILITY ESTIMATION FOR
QUEUEING NETWORKS 330 9.6 OPTIMIZATION WITH RARE EVENTS 333 9.7
SIMULATION RESULTS 336 9.7.1 ESTIMATING THE OPTIMAL PARAMETER VECTOR 336
9.7.2 ESTIMATING THE OPTIMAL SOLUTION 342 9.8 CONCLUDING REMARKS 344 9.9
EXERCISES 345 REFERENCES 347 INDEX 349
|
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| dewey-ones | 003 - Systems |
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| indexdate | 2024-07-09T18:18:23Z |
| institution | BVB |
| isbn | 0471170771 |
| language | English |
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| physical | XVII, 352 S. graph. Darst. |
| publishDate | 1998 |
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| series2 | Wiley series in probability and statistics |
| spelling | Rubinstein, Reuven Y. 1938-2012 Verfasser (DE-588)131523341 aut Modern simulation and modeling Reuven Y. Rubinstein ; Benjamin Melamed New York [u.a.] Wiley 1998 XVII, 352 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley series in probability and statistics Simulatiemodellen gtt Simulation, Méthodes de Simulation, Méthodes de ram Systèmes échantillonnés Systèmes échantillonnés ram Discrete-time systems Simulation methods Diskrete Simulation (DE-588)4258649-5 gnd rswk-swf Diskrete Simulation (DE-588)4258649-5 s DE-604 Melamed, Benjamin Verfasser aut GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008048837&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rubinstein, Reuven Y. 1938-2012 Melamed, Benjamin Modern simulation and modeling Simulatiemodellen gtt Simulation, Méthodes de Simulation, Méthodes de ram Systèmes échantillonnés Systèmes échantillonnés ram Discrete-time systems Simulation methods Diskrete Simulation (DE-588)4258649-5 gnd |
| subject_GND | (DE-588)4258649-5 |
| title | Modern simulation and modeling |
| title_auth | Modern simulation and modeling |
| title_exact_search | Modern simulation and modeling |
| title_full | Modern simulation and modeling Reuven Y. Rubinstein ; Benjamin Melamed |
| title_fullStr | Modern simulation and modeling Reuven Y. Rubinstein ; Benjamin Melamed |
| title_full_unstemmed | Modern simulation and modeling Reuven Y. Rubinstein ; Benjamin Melamed |
| title_short | Modern simulation and modeling |
| title_sort | modern simulation and modeling |
| topic | Simulatiemodellen gtt Simulation, Méthodes de Simulation, Méthodes de ram Systèmes échantillonnés Systèmes échantillonnés ram Discrete-time systems Simulation methods Diskrete Simulation (DE-588)4258649-5 gnd |
| topic_facet | Simulatiemodellen Simulation, Méthodes de Systèmes échantillonnés Discrete-time systems Simulation methods Diskrete Simulation |
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