Accession Number : ADA290461

Title :   Simulation Methodology.

Descriptive Note : Final rept. 15 Apr 91-14 Apr 94,

Corporate Author : STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Glynn, Peter W. ; Iglehart, Donald L.

PDF Url : ADA290461

Report Date : AUG 1994

Pagination or Media Count : 8

Abstract : This contract covered the period April 15, 1991 through April 14, 1994. The participating personnel included two faculty members and nine Ph.D. students. The research carried out under this contract involved both work on simulation methodology and stochastic models/processes. The simulation work involved the use of simulation to carry out stochastic system optimization, a variety of variance reduction ideas to improve simulation efficiency, and methods for improving output analysis for a single stochastic process. Stochastic models studied involved a network of water reservoirs, the general single-server queue, and a financial model for trading securities. Stochastic processes studied were cumulative processes, counting process, and sampling of a general stochastic press.

Descriptors :   *MATHEMATICAL MODELS, *STOCHASTIC PROCESSES, *QUEUEING THEORY, OUTPUT, SIMULATION, METHODOLOGY, OPTIMIZATION, COUNTING METHODS, EFFICIENCY, REDUCTION, VARIATIONS, SAMPLING, FINANCE, NETWORK FLOWS.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE