2014
EMSS 2014 Proceeding
Teaching variance reduction in matlab
Authors: Jaroslav Sklenar
Abstract
The paper describes an application of a new tool for programmed discrete event simulation in Matlab that became one of the most frequently taught languages for computations in mathematics, statistics, and operations research. To teach simulation related topics we need a simple to use and a fast to learn tool for creation of simple and medium-scale simulation models. We also need a tool where the code is visible and accessible and where all functions like generation of random numbers are directly under userâ??s control. All this is caused by the need to incorporate simulation models into various algorithms based on repetitive experiments, variance reduction techniques, and simulation-based optimization. After a short introduction of the tool we present variance reduction examples.
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