``What-if analysis in computer simulation models: A comparative survey with some extensions

DOI10.1016/0895-7177(90)90156-HzbMath0728.65003OpenAlexW1975645786MaRDI QIDQ805130

A. B. Kahn, Hossein Arsham

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0895-7177(90)90156-h

zbMATH Keywords

reliabilitylikelihood ratioperformance measuresMonte Carlo simulationvariance reductionexponentialNumerical exampleslinear Taylor approximationtwo point based interpolation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Unnamed Item
• Infinitesimal and finite perturbation analysis for queueing networks
• Sensitivity analysis and the ``what if problem in simulation analysis
• On the inverse problem in Monte Carlo experiments
• Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State

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