Accounting for Parameter Uncertainty in Large-Scale Stochastic Simulations with Correlated Inputs.
Bahar BillerCanan G. CorluPublished in: Oper. Res. (2011)
Keyphrases
- stochastic nature
- stochastic simulation
- stochastic optimization
- uncertain data
- small scale
- numerical simulations
- monte carlo
- parameter space
- artificial intelligence
- real time
- machine learning
- real world
- decision making
- highly correlated
- optimal parameters
- stochastic model
- simulation models
- robust optimization
- stochastic process
- data mining