IE 603: Discrete Event System Simulation

Description:

  • 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.

Project:

  • Ideally you will have a simulation based project in AnyLogic/ARENA.

Keywords:

  • Queueing theory, Input Data Analysis, Output Data Analysis (Comparing alternatives), Design of Experiments, Monte Carlo Simulation

Useful resources:

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