Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty.

Zhaolin Hu L. Jeff Hong

Published in: INFORMS J. Comput. (2022)

Keyphrases

likelihood ratio
hypothesis testing
hypothesis test
likelihood ratio test
robust optimization
computationally efficient
simulation model
data mining
simulation environment
neural network
training data
bayesian networks
statistical analysis
stochastic simulation
conditionally independent