Stochastic Simulation. Henderson, S. G. & Nelson, B. L. In Henderson, S. G. & Nelson, B. L., editors, Simulation, of Handbooks in Operations Research and Management Science, Chapter 1. Elsevier, 2006.
Stochastic Simulation [pdf]Paper  abstract   bibtex   1 download  
We introduce the topic of this book, explain what we mean by stochastic computer simulation and provide examples of application areas. We motivate the remaining chapters in the book through two in-depth examples. These examples also help clarify several concepts and techniques that are pervasive in simulation theory and practice.

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