Accounting for Parameter Uncertainty in Large-Scale Stochastic Simulations with Correlated Inputs
نویسندگان
چکیده
منابع مشابه
Accounting for Multivariate Input Uncertainty in Large-Scale Stochastic Simulations
Two important components of a large-scale stochastic simulation are the generation of random variates from multivariate input models and the analysis of simulation output data to estimate mean performance measures and confidence intervals. The common practice is to obtain the multivariate input models applying statistically valid fitting algorithms to historical data sets of finite length and c...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2011
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1110.0915