Simulation: a survey with research suggestions

Abstract

Simulation is one of the most powerful analysis tools available to those responsible for the design and/or operation of complex processes or systems. It is heavily based upon computer science, mathematics, probability theory and statistics; yet the process of simulation modeling and experimentation remains very much an intuitive art. This paper attempts to survey selected aspects and point out areas needing additional research. Among the topics discussed are: random variate generation, programming languages, starting conditions, sample size, variance reduction, design of experiments and validation.