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Unit 6: Discrete System Simulation (III)



            9.   Make an analysis on Monte Carlo as a Procedure.                                  Notes

            10.  Give the various methods employing Monte Carlo.

            Answers: Self  Assessment

            1.   Mathematical          2.   Event                 3.   Linear Congruential
            4.   uniform               5.   cumulative            6.   logical  inverse
            7.   ziggurat              8.   experiments           9.   partial
            10.  physical              11.  risk                  12.  random numbers

            13.  artificial  intelligence  14.  single-point      15.  low contribution
            6.7 Further Readings




             Books      Balci, O.,(1994), Validation, verification, and testing techniques throughout the
                        life cycle of a simulation study, Annals of Operations Research, 53: 121–173.
                        Balci, O., (2001), A methodology for certification of  and simulation applications,
                        ACM Transactions on  and Computer Simulation, 11: 352–377.
                        Birta, L.G. and Ozmizrak, N.F., (1996),  A knowledge-based approach for  the
                        validation of simulation models: The foundation, ACM Transactions on  and
                        Computer Simulation, 6: 67–98.
                        Boehm, B.W., (1979), Software engineering: R&D trends and defense needs, in: P.
                        Wegner  (Ed.), Research  Directions in  Software Technology,  MIT  Press, and
                        Cambridge, MA.
                        Cellier,  F.E.,  (1986),  Combined  discrete/continuous  system  simulation  –
                        application, techniques and tools, in Proceedings of the 1986 Winter Simulation
                        Conference.
                        Department of  Defense (DoD) Recommended Practices Guide (RPG) for  and
                        Simulation VV&A, Millennium Edition (available at http://vva.dmso.mil).
                        General Accounting Office, (1976), Report  to the Congress: Ways to  improve
                        management of federally funded computerized models, report LCD-75-111, U.S.
                        General Accounting Office, Washington, DC.
                        General Accounting Office, (1979), Guidelines for model evaluation, report PAD-
                        79-17, U.S. General Accounting Office, Washington, DC.

                        General Accounting Office,  (1987), DOD simulations: Improved  assessment
                        procedures would increase the credibility of results, report GAO/PEMD-88-3,
                        U.S. General Accounting Office, and Washington, DC.

                        Ören, T.I., (1981), Concepts and criteria to access acceptability of simulation studies,
                        Communications of the ACM, 24: 180–189.




            Online link  http://oxford-mphil.com/images/f/fc/Simulation-econometrics.pdf







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