Simulation Methodology.

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.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1994
Accession Number
ADA301750

Entities

People

  • Donald Iglehart
  • Peter W. Glynn

Organizations

  • Stanford University

Tags

Communities of Interest

  • Human Systems
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Traffic Control Systems
  • Computer Simulations
  • Contracts
  • Control Systems
  • Differential Equations
  • Efficiency
  • Mathematical Models
  • Monte Carlo Method
  • Operations Research
  • Optimization
  • Probability
  • Reservoirs
  • Sampling
  • Security
  • Simulations
  • Steady State
  • Stochastic Processes

Readers

  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.
  • Technical Research and Report Writing.