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IEMS 465: Simulation Experiment Design and Analysis


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Prerequisites

• IE 401 and IE 435 or equivalent

Description

  • Reading course on current topics in stochastic simulation design and analysis, including some subset of input modeling, output analysis, experiment design, simulation optimization, model risk, parallel simulation, and variance reduction. Students will present papers and do a course project.

Learning Objectives

  • To be able to read and evaluate current literature on stochastic simulation design and analysis.
  • To be able to identify research needs in stochastic simulation design and analysis.
  • To learn how to conduct a simulation study of a new analysis method

Materials

  • L. Nelson. Foundations and Methods of Stochastic Simulation: A First Course, Springer-Verlag (2013), ISBN 978-1-4614-6159-3 (available at no cost via Springer Link).
  • Current journal articles.

Prerequisites

  • IE 401 and IE 435 or equivalent

Additional information

  • Ability to program in a lower-level language such as Python, VBA, R or Matlab is assumed.