Green Simulation

DOI10.1145/3129130MaRDI QIDQ6173270zbMATH OpenFDO

Authors Mingbin Feng, Jeremy Staum

Publication date 21 July 2023

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

zbMATH Keywords

simulation metamodelingscore function methodlikelihood ratio methodmultiple importance sampling

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Approximation methods and heuristics in mathematical programming (90C59) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)

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Cited in

(9)

• Green simulation of pandemic disease propagation
• Selection of the best in the presence of subjective stochastic constraints
• Sample recycling method -- a new approach to efficient nested Monte Carlo simulations
• Simulation-Based Prediction
• Green nested simulation via likelihood ratio: applications to longevity risk management
• Online Risk Monitoring Using Offline Simulation
• Two-stage nested simulation of tail risk measurement: a likelihood ratio approach
• Finding Feasible Systems for Subjective Constraints Using Recycled Observations
• Technical Note—Bootstrap-based Budget Allocation for Nested Simulation

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