Northwestern University

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Filtering by: Keyword input model risk Keyword model averaging

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Reducing and Measuring Input Model Risk in Stochastic Simulation

Description:

Simulation studies are virtually all motivated by decision making. Because simulation output is stochastic and input models are never perfect, all decisions should include an accounting for risks. Input model risk refers to the exposure due to imperfect simulation input models that are estimated from real-world data, involving both the...

Keyword:

model averaging, input modeling, input model risk, local sensitivity measures, sensitivity analysis, and input uncertainty

Subject:

Operations research

Creator:

JIANG, XI

Owner:

Scholarly Digital Publishing

Language:

en

Date Uploaded:

02/01/2021

Date Created:

2020-01-01

Resource Type:

Dissertation

Alternate Identifier:

etdadmin_upload_763007 and http://dissertations.umi.com/northwestern:15233