Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Simulation and sensitivity estimation.
In:
Optimization of Stochastic Models.
pp. 211-279 USA: Springer Verlag.
10.1007/978-1-4613-1449-3_4.
Abstract
We will use the word simulation exclusively for the technique to mimic a random process on a computer. Since a computer is a deterministic machine, true randomness cannot be produced. Instead, one uses algorithms, which produce values which are (to a certain extent) indistinguishable from realizations of genuine random processes.
Item Type: | Book Section |
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Research Programs: | Risk, Uncertainty, and Complexity (RUC) |
Depositing User: | Romeo Molina |
Date Deposited: | 25 May 2016 14:04 |
Last Modified: | 27 Aug 2021 17:27 |
URI: | https://iiasa-9.eprints-hosting.org/13254 |
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