Simulation and sensitivity estimation

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Simulation and sensitivity estimation. In: Optimization of Stochastic Models. pp. 211-279 USA: Springer Verlag. 10.1007/978-1-4613-1449-3_4.

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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:	27 Aug 2021 17:27
URI:	https://pure.iiasa.ac.at/13254

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