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Structures of simulation approaches, generation of random variates, simulation strategies, statistical analysis of simulation output, continuous systems simulations, Monte-Carlo methods, and variance reduction techniques using PC software. A mainstream course for MS/OR majors.
Computer simulation is one of the most widely used Management Science techniques. The object of the course is to present simulation from a skilled practitioner's viewpoint. The course covers the principal simulation approaches to discrete-event simulation, generation of random variates, strategies for running simulations to obtain valid results, statistical analysis of simulation output, and gives a short introduction to continuous systems simulation and Monte-Carlo methods. Two simulation packages, GPSS/H and SIMUL8 will be covered in fair detail so you get to see both the GUI and language approaches to simulation programming. You use both GPSS/H and SIMUL8 as part of the assignments.
(1) MSCI210 or 22 points of 200 level courses in STAT; (2) one of (COSC121, AFIS123, AFIS125, ENEL206, ENGR250, MATH171, MATH280) or any course involving an appropriate level of computer programming as approved by the HOD.
MSCI302
Don McNickle
Winston, Wayne L. , Goldberg, Jeffrey B; Operations research (ISE) : applications and algorithms ; 4th ed; Duxbury ;, 2004.
Recommended Text: Banks, Carson and Sy, Getting Started with GPSSH 2nd ed. (you can buy this from Wolverine Software .Readings are included as part of course notes and can be purchased from the Central Library Copy Centre, Level 2.
You should be comfortable and familiar with elementary probability, and properties of statistical distributions. You will need to use a statistical package such as SPSS or Minitab to analyse data. There is quite a lot of computing. This mostly uses specific simulation packages which we will cover, but you should have some general computing or programming skills to the level of COSC121. You will struggle with components of the course if you do not have these skills. MSCI 102 and 112 are also helpful.Grading:Your final mark will be calculated after the raw marks have been standardised. This is to ensure all assessment is given the weighting stated.Departmental Academic Policies If you want a hard copy of this document, please ask the course co-ordinator. The Department assumes that you have read this document. You should also read the “Information related to courses and assessment” on page 350 of the Enrolment Handbook 2007 (also in UC Calendar under “General Course and Examination Regulations”).
Domestic fee $486.00
International fee $1,984.00
* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.
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