scientific article; zbMATH DE number 744087

MaRDI QIDQ4763602zbMATH OpenFDO

Authors Felisa J. Vázquez-Abad, Pierre L'Ecuyer

Publication date 21 August 1995

zbMATH Keywords

threshold parametersservice time distributioncontinuous parameterparallel simulationsarrival rate in a queueestimation of the derivativesplit-and-merge

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99) Queueing theory (aspects of probability theory) (60K25) Estimation and detection in stochastic control theory (93E10)

Recommendations

• Sensitivity analysis and the ``what if problem in simulation analysis
• Conditioning for variance reduction in estimating the sensitivity of simulations
• scientific article; zbMATH DE number 125278
• The score function approach for sensitivity analysis of computer simulation models
• Sensitivity Analysis for Simulations via Likelihood Ratios

Cited in

(1)

• Simulation-Based Prediction

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4763602)