Accounting for parameter uncertainty in large-scale stochastic simulations with correlated inputs

DOI10.1287/OPRE.1110.0915zbMATH Open1342.62098OpenAlexW1970077810MaRDI QIDQ3109869FDOQ3109869

Bahar Biller, Canan G. Corlu

Publication date: 26 January 2012

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/21938

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zbMATH Keywords

samplingcorrelationBayesiandesign of experimentsstatistical analysis

Mathematics Subject Classification ID

Bayesian inference (62F15) Measures of association (correlation, canonical correlation, etc.) (62H20) Inventory, storage, reservoirs (90B05)

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