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Stochastische Simulation: Grundlagen, Algorithmen Und Anwendungen

Stochastische Simulation: Grundlagen, Algorithmen Und Anwendungen

          
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About the Book

Der Zufall in Gestalt von unvorhersehbaren Risiken und Chancen spielt seit jeher eine große Rolle bei vielen Entscheidungen in Wirtschaftsleben, Technik und Wissenschaft. Zufällige E- ?ussfaktoren müssen deshalb auch in die formalen Modelle aufgenommen werden, mit denen heutzutage komplexe Systeme geplant, gesteuert und optimiert werden. Früher reichte es - bei oft, zufallsbehaftete Größen durch ihre Mittelwerte zu modellieren. Für die Genauigkeit, die heutzutage von Modellen etwa für Prozesse in Produktion und Logistik verlangt wird, müssen aber auch die zufälligen Ein?üsse genauer modelliert werden, es müssen ihre zeitliche Entwi- lung und ihre wechselseitigen Abhängigkeiten beschrieben werden. Dies führt typischerweise auf Modelle, die zwar realitätsnah sind, die aber mit den verfügbaren mathematisch-analytischen Methoden oft nicht mehr gelöst werden können. In dieser Situation kann die stochastische Simulation einen Ausweg bieten, indem sie der mathematischen Modellierung sozusagen eine experimentelle Variante zur Seite stellt. Einzige Voraussetzung dafür ist, dass der nicht-zufällige Teil des Modells, also etwa das Prozessgesc- hen bei feststehenden zufälligen Ein?üssen, berechnet oder auf dem Rechner dargestellt werden kann. Wird dieses Teilmodell dann für wechselnden zufälligen Input beobachtet, so können aus den Beobachtungen Schätzungen für verschiedene Leistungskenngrößen gewonnen werden.


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Product Details
  • ISBN-13: 9783835102170
  • Publisher: Vieweg+teubner Verlag
  • Binding: Paperback
  • Language: German
  • Returnable: Y
  • Spine Width: 15 mm
  • Weight: 444 gr
  • ISBN-10: 3835102176
  • Publisher Date: 14 Aug 2008
  • Height: 244 mm
  • No of Pages: 260
  • Series Title: Studienbücher Wirtschaftsmathematik
  • Sub Title: Grundlagen, Algorithmen Und Anwendungen
  • Width: 170 mm


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