END 613 - Advanced Simulation

Course Objectives

1. To teach modeling and researching of complex systems via simulation models
2. To teach advanced simulation techniques
3. To introduce agent based simulation models
4. To give information about advanced topics: Variance reduction techniques, output analysis, optimization.

Course Description

Introduction to simulation and classification of simulation models, stochastic, discrete simulation, Monte Carlo simulation and its applications, variance reduction techniques, common and antithetic random numbers, control variate, indirect measure, importance sampling. Output analysis of simulation models, terminating models, non-terminating models, comparison of systems, response surface method, optimization. System dynamics, agent-based simulation, interaction of agent and environment, state-chart, hybrid simulation models.