Accession Number : ADA301750

Title :   Simulation Methodology.

Descriptive Note : Final rept.,

Corporate Author : STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH

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

PDF Url : ADA301750

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, *COMPUTERIZED SIMULATION, *STOCHASTIC PROCESSES, ALGORITHMS, STEADY STATE, OPTIMIZATION, QUEUEING THEORY, EFFICIENCY, INPUT OUTPUT PROCESSING, MONTE CARLO METHOD, MATHEMATICAL PROGRAMMING, APPROXIMATION(MATHEMATICS), PERTURBATIONS, SYSTEMS ANALYSIS.

Subject Categories : Operations Research
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE