Simulation and sensitivity estimation

Pflug GC (1996). Simulation and sensitivity estimation. In: Optimization of Stochastic Models. pp. 211-279 USA: Springer Verlag. DOI:10.1007/978-1-4613-1449-3_4.

Full text not available from this repository.

Abstract

We will use the word simulation exclusively for the technique to mimic a random process on a computer. Since a computer is a deterministic machine, true randomness cannot be produced. Instead, one uses algorithms, which produce values which are (to a certain extent) indistinguishable from realizations of genuine random processes.

Item Type: Book Section
Research Programs: Risk, Uncertainty, and Complexity (RUC)
Depositing User: Romeo Molina
Date Deposited: 25 May 2016 14:04
Last Modified: 25 May 2016 14:04
URI: http://pure.iiasa.ac.at/13254

Actions (login required)

View Item View Item

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313