Dependence modeling for stochastic simulation

被引：0
|
作者：
Biller, B [1 ]
Ghosh, S [1 ]
机构：
[1] Carnegie Mellon Univ, Tepper Sch Business, Pittsburgh, PA 15213 USA
来源：
PROCEEDINGS OF THE 2004 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2 | 2004年
关键词：
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
An important step in designing stochastic simulation is modeling the uncertainty in the input environment of the system being studied. Obtaining a reasonable representation of this uncertainty can be challenging in the presence of dependencies in the input process. This vitorial attempts to provide a coherent narrative of the central principles that underlie methods that aim to model and sample a wide variety of dependent input processes.
引用
收藏
页码：153 / 161
页数：9
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