Foundations and Methods of Stochastic Simulation: A First Course (International Series in Operations Research & Management Science, #187)

by Barry Nelson

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This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material); and provides a modern treatment of experiment design and analysis that goes beyond classical statistics. The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems and prepares the reader to use simulation in research as well as practice.

The book is a rigorous, but concise treatment, emphasizing lasting principles but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research; no other book does this. An online solutions manual for end of chapter exercises is also provided.​

  • ISBN13 9781489989819
  • Publish Date 26 June 2015 (first published 31 January 2013)
  • Publish Status Out of Print
  • Out of Print 18 November 2021
  • Publish Country US
  • Imprint Springer-Verlag New York Inc.
  • Edition 2013 ed.
  • Format Paperback
  • Pages 276
  • Language English