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Roger Myerson, University of Chicago
From here you can download for free an Excel add-in called Simtools.xla written by Roger Myerson that runs Monte Carlo simulation. Good modelling facilities, simple, and free!
Lumina Decision Systems
Publishes Analytica software, a powerful influence diagram modelling tool.
Pertmaster software
A project risk analysis application that "gives you the power to plan and track projects using barcharts, precedence networks, resources and cost management facilities. Its Monte Carlo risk analysis tools allow you quantify and manage project risks."
Vanguard
Decision analysis tool with very fast Monte Carlo simulation.
Primavera
Publish Monte Carlo, an add-in to the Primavera project planning software.
Decision Analysis Software Survey
A great survey of decision analysis tools.
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