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

页码：153 / 161

页数：9

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