Analytical methods for dynamics modelers / edited by Hazhir Rahmandad, Rogelio Oliva, and Nathaniel D. Osgood; foreword by George Richardson.

Format:

Book

Author/Creator:

Richardson, George P., author of introduction, etc.

Contributor:

Rahmandad, Hazhir, editor.

Oliva, Rogelio, editor.

Osgood, Nathaniel D., 1968-

Class of 1924 Book Fund.

Language:

English

Subjects (All):

Simulation methods.

System analysis.

Physical Description:

xxvi, 416 pages : illustrations ; 24 cm

Place of Publication:

Cambridge, Massachusetts ; London, England : The MIT Press, [2015]

Summary:

Simulation modeling is increasingly integrated into research and policy analysis of complex sociotechnical systems in a variety of domains. Model-based analysis and policy design inform a range of applications in fields from economics to engineering to health care. This book offers a hands-on introduction to key analytical methods for dynamic modeling. Bringing together tools and methodologies from fields as diverse as computational statistics, econometrics, and operations research in a single text, the book can be used for graduate-level courses and as a reference for dynamic modelers who want to expand their methodological toolbox. The focus is on quantitative techniques for use by dynamic modelers during model construction and analysis, and the material presented is accessible to readers with a background in college-level calculus and statistics. Each chapter describes a key method, presenting an introduction that emphasizes the basic intuition behind each method, tutorial-style examples, references to key literature, and exercises. The chapter authors are all experts in the tools and methods they present. The book covers estimation of model parameters using quantitative data; understanding the links between model structure and its behavior; and decision support and optimization. An online appendix offers computer code for applications, models, and solutions to exercises. Book jacket.

Contents:

Estimation of model parameters

Parameter estimation through maximum likelihood and bootstrapping methods / Jeroen Struben, John Sterman, and David Keith

Using the method of simulated moments for system identification / Mohammad S. Jalali, Hazhir Rahmandad, and Hamed Ghoddusi

Simultaneous linear estimation using structural equation modeling / Peter S. Hovmand and Nishesh Chalise

Working with noisy data : Kalman filtering and state resetting / Robert Eberlein

Combining Markov chain Monte Carlo approaches and dynamic modeling / Nathaniel D. Osgood and Juxin Liu

Pattern recognition for model testing, calibration, and behavior analysis / Gönenç Yücel and Yaman Barlas

Linking structure to behavior using eigenvalue elasticity analysis / Rogelio Oliva

An introduction to deterministic and stochastic optimization / Erling Moxnes

Addressing dynamic decision problems using decision analysis and simulation / Nathatiel D. Osgood, Karen Yee, Wenyi An, and Winfried Grassmann

Using decision trees to value managerial real options / Burcu Tan and Edward G. Anderson Jr.

Optimal control for complex systems / Edward G. Anderson Jr. and Nitin R. Joglekar

Modeling competing actors using differential games / Hazhir Rahmandad and Raymond J. Spiteri.

Notes:

Includes bibliographical references and index.

Local Notes:

Acquired for the Penn Libraries with assistance from the Class of 1924 Book Fund.

ISBN:

0262029499

9780262029490

OCLC:

907295331

Publisher Number:

99965682848