文档介绍：. Henderson and . Nelson (Eds.), Handbook in OR & MS, Vol. 13
Copyright © 2006 Elsevier . All rights reserved
DOI: -0507(06)13001-7
Chapter 1
puter Simulation
Shane G. Henderson
School of Operations Research and Industrial Engineering, Cornell University, USA
E-mail: ******@
Barry L. Nelson
Department of Industrial Engineering and Management Sciences, Northwestern University,
USA
E-mail: ******@
Abstract
We introduce the topic of this book, explain what we mean by puter
simulation and provide examples of application areas. We motivate the remaining
chapters in the book through two in-depth examples. These examples also help clarify
several concepts and techniques that are pervasive in simulation theory and practice.
1 Scope of the Handbook
What is “puter simulation?” Perhaps the mon ex-
ample in everyday life is an electronic game, such as Solitaire or Yahtzee, that
depends on a source of randomness to imitate shuffling cards, rolling dice,
etc. The fidelity of the electronic game, which is a simulation of the physical
game, depends on a faithful imitation of the physical source of randomness.
The electronic game is useless (and no fun) otherwise. Of course, an electronic
game usually needs a game player. If you replace the player by an algorithm
that plays the game, and pare different algorithms by playing many
sessions of the game, then you have a pretty good representation of what sto-
puter simulation is and how it is used in operations research and
the management sciences.
This book is a collection of chapters on key issues in the design and analysis of
computer simulation experiments on models of stochastic systems. The chapters
are tightly focused and written by experts in each area. For the purposes of this
volume, “puter simulation”(henceforth just “stochastic simu-
lation”) refers to the analysis of stochastic processes through the generation
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2 . Henderso