scientific article; zbMATH DE number 5168305

MaRDI QIDQ3447243zbMATH OpenFDO

Authors Michael C. Fu

Publication date 28 June 2007

zbMATH Keywords

sensitivity analysisMonte Carlo simulationderivative estimationperturbation analysisCPMproject managementweak derivativesPERTlikelihood ratio/score function method

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic network models in operations research (90B15)

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(6)

• Simulation of stochastic activity networks using path control variates
• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
• What you should know about simulation and derivatives
• Density Estimation by Monte Carlo and Quasi-Monte Carlo
• Sensitivity analysis in stochastic flow networks using the Monte Carlo method
• Sensitivity Analysis in Simulation of Stochastic Activity Networks: A Computational Study

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