IE 680, Spring 2007

Instructor: Hong Wan

Meeting Time: Thursdays, 3:00-5:30, GRIS160

Overview of Simulation

• slides

VBA

• Tutorial: http://www.danielklann.com/tutorials/tutorial_index.htm
• Sample code
• Slides

Random Number Generator

• slides
• Paper

Random Variates

• slides

Estimation and Output Analysis

• Review Slides

Design of Experiments

• Paper 1
• Paper 2

Variance Reduction

• Slides

Simulation Optimization

• Slides
• Paper

Final Presentations

• Rare-Event Simulation
• Stochastic Modeling for Clinical Scheduling
• Output Analysis: Variance Estimation
• Petri Net: An Overview
• ARTA
• Agent-Based Modeling,ref

• Simulation Based Optimization for Large Portfolios with Transaction Costs

• Simulation with System Dynamic Model, ref1, ref2, ref3

• STRONG