Input Uncertainty in Stochastic Simulation

Author:

Barton Russell R.,Lam Henry,Song Eunhye

Publisher

Springer International Publishing

Reference144 articles.

1. Ankenman, B., Nelson, B. L., and Staum, J. (2010). Stochastic kriging for simulation metamodeling. Operations Research, 58(2):371–382.

2. Asmussen, S. and Glynn, P. W. (2007). Stochastic Simulation: Algorithms and Analysis, volume 57. Springer Science & Business Media.

3. Bai, Y., Balch, T., Chen, H., Dervovic, D., Lam, H., and Vyetrenko, S. (2021). Calibrating over-parametrized simulation models: A framework via eligibility set. arXiv preprint arXiv:2105.12893.

4. Balci, O. and Sargent, R. G. (1982). Some examples of simulation model validation using hypothesis testing. In Proceedings of the 14th Winter Simulation Conference, volume 2, pages 621–629.

5. Barton, R. R. and Schruben, L. W. (2001). Resampling methods for input modeling. In Proceedings of the 2001 Winter Simulation Conference, pages 372–378. IEEE.

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