内容

目次

1. Stochastic computer simulation (S.G. Henderson, B.L. Nelson). 2.Mathematics for simulation (S.G. Henderson). 3. Uniform random numbergeneration (P. LEcuyer). 4. Non-Uniform random variate generation (L.Devroye). 5. Multivariate input processes (B. Biller, S. Ghosh). 6. Arrivalprocesses, random lifetimes, and random objects (L. M. Leemis). 7.Implementing representations of uncertainty (W.D. Kelton). 8. Statisticalestimation in computer simulation (C. Alexopoulos). 9. Subjectiveprobability and Bayesian methodology (S.E. Chick). 10. A Hilbert spaceapproach to variance reduction (R.Szechtman). 11. Rare-event simulationtechniques(S.Juneja, P.Shahabuddin). 12. Quasi-random number techniques (C.Lemieux). 13. Analysis for design (W. Whitt). 14. Resampling methods (R.C.H.Cheng). 15. Correlation-based methods for output analysis (D. Goldsman, B.L.Nelson). 16. Simulation algorithms for regenerative processes (P.W. Glynn).17. Selecting the best system (S.-H. Kim, B. L. Nelson). 18. Metamodel-basedsimulation optimization (R.R. Barton, M. Meckesheimer). 19. Gradientestimation (M.C. Fu). 20. An overview of simulation optimization via randomsearch (S.Andratdottir). 21. Metaheuristics (S. Olafsson).