Simulation Modelling

AY2018/2019 Semester 2

Basic concepts: system, model, simulation. Different types of simulation: Monte Carlo simulation, continuous system simulation, discrete event simulation. Simulation software: modelling and simulation using Arena. Generating random numbers and random variables for simulation study: LCG, inverse transform, convolution. Analysis of input and output data: MLE, Goodness-of-fit test, confidence interval. Verification and validation: concepts and techniques. Queuing models: properties, performance measures and basic formulas. Comparison of alternative designs: paired-t approach, multiple comparison problem. Variance reduction: CRN, AV.