Generating correlated random variables for a simulation model.
Danny C. MyersArthur B. YehPublished in: J. Oper. Res. Soc. (2000)
Keyphrases
- simulation model
- random variables
- graphical models
- independent and identically distributed
- statistically independent
- probability distribution
- simulation models
- agent based simulation
- discrete event
- simulation tool
- bayesian networks
- joint distribution
- distribution function
- stochastic optimization problems
- mathematical model
- conditional independence
- simulation environment
- conditional probabilities
- normal distribution
- marginal distributions
- latent variables
- directed acyclic graph
- lead time
- service times
- probabilistic model
- conditional distribution
- joint probability distribution
- multi agent