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Two-point methods for assessing variability in simulation output
5 references·12 citing·41 second hop
Two-point methods for assessing variability in simulation output (1998)Two-point methods for assessing variabili…Treatment of Uncertainty in Performance Assessments for Complex Systems (1994)Treatment of Uncertainty in P…On the Convergence Rates of IPA and FDC Derivative Estimators (1994)On the Convergence Rates of I…Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal (1993)Uncertainty and sensitivity a…Optimization of stochastic systems via simulation (1989)Optimization of stochastic sy…Queueing Systems, Volume 2: Computer Applications. (1978)Queueing Systems, Volume 2: C…Stochastic simulation under input uncertainty: A Review (2020)Stochastic simulation under i…Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (2019)Robust Analysis in Stochastic…Input–Output Uncertainty Comparisons for Discrete Optimization via Simulation (2019)Input–Output Uncertainty Comp…Advanced tutorial: Input uncertainty and robust analysis in stochastic simulation (2016)Advanced tutorial: Input unce…Single-experiment input uncertainty (2015)Single-experiment input uncer…Quickly Assessing Contributions to Input Uncertainty (2014)Quickly Assessing Contributio…Advanced tutorial: Input uncertainty quantification (2014)Advanced tutorial: Input unce…A subset selection procedure under input parameter uncertainty (2013)A subset selection procedure …Tutorial: Input uncertainty in outout analysis (2012)Tutorial: Input uncertainty i…Accounting for Parameter Uncertainty in Large-Scale Stochastic Simulations with Correlated Inputs (2011)Accounting for Parameter Unce…Input model uncertainty: why do we care and what should we do about it? (2004)Input model uncertainty: why …Input model uncertainty: Why do we care and what should we do about it? (2003)Input model uncertainty: Why …Simulation Modeling and Analysis. (1983)An Introduction to Copulas (1999)10.1007/978-1-4899-4485-6 (2000)Simulation optimization when facing input uncertainty (2015)Risk Quantification in Stochastic Simulation under Input Uncertainty (2020)A guide to simulation (2nd ed.) (1986)A Unified View of the IPA, SF, and LR Gradient Estimation Techniques (1990)Gradient Estimation via Perturbation Analysis (1991)Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers (1999)Efficiency improvement and variance reduction (2005)Stochastic Gradient Estimation (2014)Empirical Model Building and Response Surfaces (1988)Design and Analysis of Computer Experiments (1989)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Verification, validation, and predictive capability in computational engineering and physics (2004)Sensitivity Analysis for Chemical Models (2005)Mining meaning from online ratings and reviews: Tourist satisfaction analysis using latent dirichlet allocation (2016)Global Sensitivity Analysis (1995)Importance measures in global sensitivity analysis of nonlinear models (1996)Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach (2004)A preposterior analysis to predict identifiability in the experimental calibration of computer models (2015)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)On The Quantitative Definition of Risk (1981)Illustration of Sampling‐Based Methods for Uncertainty and Sensitivity Analysis (2002)Uncertainty in Integrated Assessment Modelling (2002)Alternative representations of epistemic uncertainty (2004)Infinitesimal perturbation analysis for general discrete event systems (1987)Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks. (1987)Convergence Properties of Infinitesimal Perturbation Analysis Estimates (1988)Simulation optimization: a survey of simulation optimization techniques and procedures (2000)Optimization of buffer sizes in assembly systems using intelligent techniques (2003)A survey of recent advances in discrete input parameter discrete-event simulation optimization (2004)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Theory and Applications of Robust Optimization (2010)A Nonparametric Bayesian Framework for Uncertainty Quantification in Stochastic Simulation (2021)Robust Optimization (2009)Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making (2019)Simulation Budget Allocation for Selecting the Top-m Designs With Input Uncertainty (2018)A Basic Dynamic Routing Problem and Diffusion (1978)Resource Sharing for Efficiency in Traffic Systems (1981)When Does the Devil Make Work? An Empirical Study of the Impact of Workload on Worker Productivity (2014)
this work references cited by second hop

References

  • 1993Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal735 cited
  • 1978Queueing Systems, Volume 2: Computer Applications.550 cited
  • 1994Treatment of Uncertainty in Performance Assessments for Complex Systems316 cited
  • 1994On the Convergence Rates of IPA and FDC Derivative Estimators100 cited
  • 1989Optimization of stochastic systems via simulation83 cited

Cited by

  • 2020Stochastic simulation under input uncertainty: A Review58 cited
  • 2016Advanced tutorial: Input uncertainty and robust analysis in stochastic simulation58 cited
  • 2014Advanced tutorial: Input uncertainty quantification57 cited
  • 2014Quickly Assessing Contributions to Input Uncertainty56 cited
  • 2011Accounting for Parameter Uncertainty in Large-Scale Stochastic Simulations with Correlated Inputs49 cited
  • 2012Tutorial: Input uncertainty in outout analysis49 cited
  • 2019Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees42 cited
  • 2019Input–Output Uncertainty Comparisons for Discrete Optimization via Simulation39 cited
  • 2003Input model uncertainty: Why do we care and what should we do about it?39 cited
  • 2004

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Input model uncertainty: why do we care and what should we do about it?
34 cited
  • 2015Single-experiment input uncertainty33 cited
  • 2013A subset selection procedure under input parameter uncertainty31 cited