“What-if” analysis in computer simulation models: A comparative survey with some extensions
نویسندگان
چکیده
منابع مشابه
on some bayesian statistical models in actuarial science with emphasis on claim count
چکیده ندارد.
15 صفحه اولWhat-If Analysis Through Simulation-Optimization Hybrids
This paper proposes to improve traditional what-if analysis for policy making by a novel integration of different components. When a simulator is available, a human expert, e.g., a policy maker, might understand the impact of her choices by running a simulator on a set of scenarios of interest. In many cases, when the number of scenarios is exponential in the number of choices, identifying the ...
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We discuss some known and some new results on the score function (SF) approach for simulation analysis. We show that while simulating a single sample path from the underlying system or from an associated system and applying the Radon-Nikodym measure one can: estimate the performance sensikGries (gradient, Hessian etc.) of the underlying system with respect to some parameter (vector of parameter...
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Optimizing decisions has become a vital factor for companies. In order to be able to evaluate beforehand the impact of a decision, managers need reliable previsional systems. Though data warehouses enable analysis of past data, they are not capable of giving anticipations of future trends. What-if analysis fills this gap by enabling users to simulate and inspect the behavior of a complex system...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 1990
ISSN: 0895-7177
DOI: 10.1016/0895-7177(90)90156-h