Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees
نویسندگان
چکیده
منابع مشابه
Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees
Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use of worst-case analysis to analyze these errors, by representing the partial, nonparametric knowledge of the input models via optimization constraints. We stud...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2019
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.2018.1765