Using Fit-Constrained Monte Carlo Trials to Quantify Confidence in Simulation Model Outcomes.
Alan K. GrahamCarol Y. ChoiThomas W. MullenPublished in: HICSS (2002)
Keyphrases
- monte carlo
- simulation model
- simulation models
- agent based simulation
- monte carlo simulation
- markov chain
- discrete event
- mathematical model
- simulation environment
- importance sampling
- monte carlo methods
- adaptive sampling
- simulation tool
- simulation study
- monte carlo tree search
- confidence intervals
- monte carlo method
- variance reduction
- game tree search
- matrix inversion
- point processes
- stochastic approximation
- particle filter
- temporal difference
- markov chain monte carlo