- Overview of basic concepts from probability and statistics concerning random variables, correlation, estimation, confidence intervals, hypothesis testing.
- Concepts in discrete event system simulation, approaches based on event scheduling.
- Generation of random variates, random vectors, correlated random variates and stochastic processes.
- Estimation of parameters, testing goodness of fit.
- Comparing alternative system configurations; confidence intervals, ranking and selection.
- Variance reduction techniques.
- Experimental design, sensitivity analysis and optimization.
- Simulation of Manufacturing systems.
- Ideally you will have a simulation based project in AnyLogic/ARENA.
- Queueing theory, Input Data Analysis, Output Data Analysis (Comparing alternatives), Design of Experiments, Monte Carlo Simulation
- Video lectures and class notes available here http://vod.cdeep.iitb.ac.in/ : Login with your LDAP credentials and search for IE 603
- Sample project