Stochastic Modeling, Analysis and Simulation - Hardcover

Book 143 of 303: Dover Books on Mathematics

Nelson, Barry L.

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9780070462137: Stochastic Modeling, Analysis and Simulation

Synopsis

This modern text is the first to unify stochastic modeling, analysis, and simulation, using the discrete event-sample-path view. The objective is to formulate models of dynamic stochastic systems in terms of systems inputs and logic, using the power of simulation. Markovian processes are emphasized. Examples will be coded in SLAM, SIMAN, Fortran, and C. Intended for courses in operations research, I.E. and management science.

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