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)

Full work available at URL https://doi.org/10.1145/3129130

zbMATH Keywords

likelihood ratio methodmultiple importance samplingscore function methodsimulation metamodeling

Mathematics Subject Classification ID

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

Recommendations

• Green simulation of pandemic disease propagation
• Stochastic kriging for simulation metamodeling
• Multivariate Simulation Output Analysis
• The semi-regenerative method of simulation output analysis
• Estimation of Multiresponse Simulation Metamodels Using Control Variates

Cited in

(11)

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

This page was built for publication: Green Simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6173270)