Computer Simulation in Management Science
5. Edition April 2004
332 Pages, Softcover
Wiley & Sons Ltd
ISBN:
978-0-470-09230-9
John Wiley & Sons
The fifth edition of this book reflects its continued popularity and standing in the field. It provides a clear guide to the role of modelling and the computer simulation methods used in management science. Readers will find an in-depth coverage of the modelling, computing and statistical aspects of discrete simulation and systems dynamics.
Overall the book shows how practical simulation models are built and used, and provides the theory needed to do this. Revisions to this edition include a new chapter on Monte Carlo simulation using spreadsheets, a new look inside discrete simulation software and simulation models in Visual Basic, SIMUL8 and Micro Saint.
Preface to the Fifth Edition.
PART I: FUNDAMENTALS OF COMPUTER SIMULATION IN MANAGEMENT SCIENCE.
1 The computer simulation approach.
1.1 Models, experiments and computers.
1.2 Some applications of computer simulation.
1.3 Models in management science.
1.4 Simulation as experimentation.
1.5 Why simulate?
1.6 Summary.
Exercises.
References.
2 A variety of modelling approaches.
2.1 General considerations.
2.2 Time handling.
2.3 Stochastic or deterministic?
2.4 Discrete or continuous change.
Exercises.
References.
3 Computer simulation in practice.
3.1 Process, content, problem and project.
3.2 The simulation problem part of the study.
3.3 Problem structuring.
3.4 Modelling.
3.5 The project part of the study.
Exercises.
References.
4 Static Monte Carlo simulation.
4.1 Basic ideas.
4.2 Some important considerations.
4.3 Some simple static simulations.
4.4 Simulation on spreadsheets.
Exercises.
References.
PART II: DISCRETE EVENT SIMULATION.
5 Discrete event modelling.
5.1 Fundamentals.
5.2 Terminology.
5.3 Activity cycle diagrams.
5.4 Activity cycle diagrams: a caveat.
Exercises.
References.
6 How discrete simulation software works.
6.1 Introduction.
6.2 The three-phase approach.
6.3 How the three-phase approach works.
6.4 The harassed booking clerk--a manual three-phase simulation.
6.5 The event-based worldview.
6.6 The activity-scanning approach.0
6.7 Process-based approaches.
6.8 Which approach is best?
Exercises.
References.
7 Writing a three-phase simulation program.
7.1 Introduction.
7.2 Inside the executive.
7.3 The Visual Basic implementation.
7.4 Using VBSim to simulate the harassed booking clerk problem.
7.5 Putting it all together.
Exercises.
References.
8 Visual interactive modelling and simulation.
8.1 Basic ideas.
8.2 Designing a visual simulation display.
8.3 VIMS.
8.4 Visual interactive simulation: a reprise.
Exercises.
References.
9 Discrete simulation software.
9.1 General principals.
9.2 A quick overview of discrete simulation software.
9.3 VIMS and their relatives.
9.4 Programming using a general purpose language.
9.5 Programming approaches using simulation languages.
9.6 Layered systems and application templates.
9.7 Appraising simulation software: some principles.
9.8 Which to choose? Horses for courses.
References.
10 Sampling methods.
10.1 Basic ideas.
10.2 Random number generation.
10.3 Testing random number generators.
10.4 General methods for random sampling from continuous distributions.
10.5 Random sampling algorithms for discrete distributions.
10.6 Sampling from the normal distribution.
10.7 Deriving one distribution from another--log-normal variates.
10.8 Sampling from non-stationary processes: thinning.
Exercises.
References.
11 Planning and analysing discrete simulation output.
11.1 Fundamental ideas.
11.2 Dealing with transient effects.
11.3 Dealing with lack of independence.
11.4 Variance reduction.
11.5 Descriptive sampling.
11.6 Experimentation.
Exercises.
References.
12 Model Testing and Validation.
12.1 The importance of validation.
12.2 Validation and comparison.
12.3 Black box validation.
12.4 White box validation.
12.5 Type zero errors.
References.
PART III: SYSTEM DYNAMICS.
13 Structure, behaviour, events and Feedback systems.
13.1 Events, behaviours and structures.
13.2 Feedback systems.
13.3 Modelling feedback systems.
13.4 The origins of system dynamics.
Exercises.
References.
14 System dynamics modelling and simulation.
14.1 Introduction.
14.2 Beyond the diagrams--system dynamics simulation.
14.3 Simulating delays in system dynamics.
14.4 System dynamics modelling.
Exercises.
References.
15 System dynamics in practice.
15.1 Associated Spares Ltd.
15.2 Dynastat Ltd.
15.3 System dynamics in practice.
References.
Index.
PART I: FUNDAMENTALS OF COMPUTER SIMULATION IN MANAGEMENT SCIENCE.
1 The computer simulation approach.
1.1 Models, experiments and computers.
1.2 Some applications of computer simulation.
1.3 Models in management science.
1.4 Simulation as experimentation.
1.5 Why simulate?
1.6 Summary.
Exercises.
References.
2 A variety of modelling approaches.
2.1 General considerations.
2.2 Time handling.
2.3 Stochastic or deterministic?
2.4 Discrete or continuous change.
Exercises.
References.
3 Computer simulation in practice.
3.1 Process, content, problem and project.
3.2 The simulation problem part of the study.
3.3 Problem structuring.
3.4 Modelling.
3.5 The project part of the study.
Exercises.
References.
4 Static Monte Carlo simulation.
4.1 Basic ideas.
4.2 Some important considerations.
4.3 Some simple static simulations.
4.4 Simulation on spreadsheets.
Exercises.
References.
PART II: DISCRETE EVENT SIMULATION.
5 Discrete event modelling.
5.1 Fundamentals.
5.2 Terminology.
5.3 Activity cycle diagrams.
5.4 Activity cycle diagrams: a caveat.
Exercises.
References.
6 How discrete simulation software works.
6.1 Introduction.
6.2 The three-phase approach.
6.3 How the three-phase approach works.
6.4 The harassed booking clerk--a manual three-phase simulation.
6.5 The event-based worldview.
6.6 The activity-scanning approach.0
6.7 Process-based approaches.
6.8 Which approach is best?
Exercises.
References.
7 Writing a three-phase simulation program.
7.1 Introduction.
7.2 Inside the executive.
7.3 The Visual Basic implementation.
7.4 Using VBSim to simulate the harassed booking clerk problem.
7.5 Putting it all together.
Exercises.
References.
8 Visual interactive modelling and simulation.
8.1 Basic ideas.
8.2 Designing a visual simulation display.
8.3 VIMS.
8.4 Visual interactive simulation: a reprise.
Exercises.
References.
9 Discrete simulation software.
9.1 General principals.
9.2 A quick overview of discrete simulation software.
9.3 VIMS and their relatives.
9.4 Programming using a general purpose language.
9.5 Programming approaches using simulation languages.
9.6 Layered systems and application templates.
9.7 Appraising simulation software: some principles.
9.8 Which to choose? Horses for courses.
References.
10 Sampling methods.
10.1 Basic ideas.
10.2 Random number generation.
10.3 Testing random number generators.
10.4 General methods for random sampling from continuous distributions.
10.5 Random sampling algorithms for discrete distributions.
10.6 Sampling from the normal distribution.
10.7 Deriving one distribution from another--log-normal variates.
10.8 Sampling from non-stationary processes: thinning.
Exercises.
References.
11 Planning and analysing discrete simulation output.
11.1 Fundamental ideas.
11.2 Dealing with transient effects.
11.3 Dealing with lack of independence.
11.4 Variance reduction.
11.5 Descriptive sampling.
11.6 Experimentation.
Exercises.
References.
12 Model Testing and Validation.
12.1 The importance of validation.
12.2 Validation and comparison.
12.3 Black box validation.
12.4 White box validation.
12.5 Type zero errors.
References.
PART III: SYSTEM DYNAMICS.
13 Structure, behaviour, events and Feedback systems.
13.1 Events, behaviours and structures.
13.2 Feedback systems.
13.3 Modelling feedback systems.
13.4 The origins of system dynamics.
Exercises.
References.
14 System dynamics modelling and simulation.
14.1 Introduction.
14.2 Beyond the diagrams--system dynamics simulation.
14.3 Simulating delays in system dynamics.
14.4 System dynamics modelling.
Exercises.
References.
15 System dynamics in practice.
15.1 Associated Spares Ltd.
15.2 Dynastat Ltd.
15.3 System dynamics in practice.
References.
Index.
Michael Pidd is Professor of Management Science in the Management Science Department of Lancaster University Management School. He is author of Tools for Thinking: Modelling in Management Science, now in its second edition, and editor of Systems Modelling: Theory and Practice - both published by John Wiley & Sons. He is a consultant to businesses and the public sector, a former President of the Operational Research Society and is a Research Fellow in the UK's Advanced Institute for Management Research.