Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty

To use simulation models to study the behaviors of stochastic systems, one needs to specify the distribution of the input random variables. However, specifying this distribution precisely is typically difficult and even impossible in practice. The issue is known as input uncertainty in the simulatio...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	INFORMS journal on computing 2022-07, Vol.34 (4), p.2350-2367
1. Verfasser:	Hu, Zhaolin
Format:	Artikel
Sprache:	eng
Schlagworte:	Ambiguity Likelihood ratio probability: distributions programming: stochastic Random variables Robustness Simulation Simulation models statistical analysis Stochastic models Stochastic systems Uncertainty
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!