Sensitivity analysis and the ``what if problem in simulation analysis

DOI10.1016/0895-7177(89)90434-2zbMath0678.60110OpenAlexW2023552557MaRDI QIDQ1124234

Joseph Kreimer, Reuven Y. Rubinstein, Hossein Arsham, Andrey Feuerverger, Donald L. McLeish

Publication date: 1989

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(89)90434-2

zbMATH Keywords

simulation analysisperformance sensitivitiesevaluate the performance measuresqueueing models working in heavy traffic

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Special processes (60K99)

Related Items (10)

Generalized estimates for performance sensitivities of stochastic systems ⋮ Sensitivity analysis and the ``what if problem in simulation analysis ⋮ Convergence rates for steady-state derivative estimators ⋮ Conditioning for variance reduction in estimating the sensitivity of simulations ⋮ A modified Hooke and Jeeves algorithm with likelihood ratio performance extrapolation for simulation optimization ⋮ How to optimize discrete-event systems from a single sample path by the score function method ⋮ Performance extrapolation in discrete-event systems simulation ⋮ Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models ⋮ Real-time multiserver and multichannel systems with shortage of maintenance crews. ⋮ ``What-if analysis in computer simulation models: A comparative survey with some extensions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
• The score function approach for sensitivity analysis of computer simulation models
• Generalized sensitivity analysis of ergodic stochastic systems
• Sensitivity analysis and the ``what if problem in simulation analysis
• Perturbation analysis and optimization of queueing networks
• A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation
• Convergence of parameter sensitivity estimates in a stochastic experiment
• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• Sensitivity estimates based on one realization of a stochastic system†
• Convergence of perturbation analysis estimates for discontinuous sample functions: a general approach
• Mathematical programming and the optimization of computer simulations
• Convergence Properties of Infinitesimal Perturbation Analysis Estimates
• Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems
• Indirect Estimation Via L = λW

This page was built for publication: Sensitivity analysis and the ``what if problem in simulation analysis