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Green Simulation

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Publication:6173270

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DOI10.1145/3129130zbMath1515.90014MaRDI QIDQ6173270

Mingbin Feng, Jeremy Staum

Publication date: 21 July 2023

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

zbMATH Keywords

simulation metamodeling score function method likelihood ratio method multiple importance sampling

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Approximation methods and heuristics in mathematical programming (90C59) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)

Related Items (6)

Finding Feasible Systems for Subjective Constraints Using Recycled Observations ⋮ Sample recycling method -- a new approach to efficient nested Monte Carlo simulations ⋮ Technical Note—Bootstrap-based Budget Allocation for Nested Simulation ⋮ Green nested simulation via likelihood ratio: applications to longevity risk management ⋮ Two-stage nested simulation of tail risk measurement: a likelihood ratio approach ⋮ Online Risk Monitoring Using Offline Simulation

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