BookDOI
Foundations and Methods of Stochastic Simulation
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This article is published in Operations Research and Management Science.The article was published on 2013-01-01. It has received 68 citations till now. The article focuses on the topics: Stochastic simulation & Dynamic simulation.read more
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Journal ArticleDOI
A Bayesian Framework for Quantifying Uncertainty in Stochastic Simulation
TL;DR: This paper provides a method to measure the overall uncertainty while simultaneously reducing the influence of simulation estimation error due to output variability, and summarizes overall uncertainty via a credible interval for the mean.
Proceedings ArticleDOI
Advanced tutorial: Input uncertainty quantification
TL;DR: This tutorial carefully defines input uncertainty, describes various proposals for measuring it, contrast input uncertainty with input sensitivity, and provides and illustrates a practical approach for quantifying overall input uncertainty and the relative contribution of each input model to Overall input uncertainty.
Journal ArticleDOI
Quickly Assessing Contributions to Input Uncertainty
Eunhye Song,Barry L. Nelson +1 more
TL;DR: This paper provides a method that obtains an estimator of the overall variance due to input uncertainty, the relative contribution to this variance of each input distribution, and a measure of the sensitivity of overall uncertainty to increasing the real-world sample-size used to fit each distribution, all from a single diagnostic experiment.
Proceedings ArticleDOI
Advanced tutorial: input uncertainty and robust analysis in stochastic simulation
TL;DR: This tutorial overviews some methodological developments in major established statistical methods and discusses some recent results from a robust-optimization-based viewpoint and their comparisons to the established methods.
Book ChapterDOI
Parallel Ranking and Selection
Susan R. Hunter,Barry L. Nelson +1 more
TL;DR: In this chapter, “parallel computing” means multiple processors that can execute distinct simulations independently, rather than vector or array processors designed to speed up vector-matrix calculations.