Model replication techniques for parameter-influence studies and Monte Carlo simulation with random parameters

DOI10.1016/J.MATCOM.2004.07.003MaRDI QIDQ1765700zbMATH OpenOpenAlexFDO

Authors Granino A. Korn

Publication date 23 February 2005

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2004.07.003

zbMATH Keywords

Dynamic-system SimulationMonte Carlo simulationSimulation scriptVectorized Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cites work

• A simulation-model compiler for all seasons

Cited in

(4)

• Optimization of large simulations using statistical software
• Replications in Stochastic Traffic Flow Models: Incremental Method to Determine Sufficient Number of Runs
• Vector Computers, Monte Carlo Simulation and Regression Analysis: An Introduction
• Number of Replications Required in Control Chart Monte Carlo Simulation Studies

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