Confidence Limits for the Optimum of a Simulation Response Function.

Abstract

This paper deals with stochastic simulation in which the system being studied can be controlled to some extent by setting the value of an input parameter. The system response for a given input will vary from simulation run to simulation run due to uncontrolled and random factors; we thus consider the average or expected response. This is usually called the simulation response surface. Since our work here involves only a single variable the term response curve might be more appropriate. The simulation 'response' will generally be identified with some measure of system effectiveness and the analyst will want to maximize (or possibly minimize) the response by choosing the optimum value for the input parameter.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1977
Accession Number
ADA061542

Entities

People

  • David W. Robinson
  • Michael A. Crane

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Confidence Limits
  • Corporations
  • Data Science
  • Distribution Theory
  • Health Care
  • Inequalities
  • Information Science
  • Intervals
  • Linear Programming
  • Nonlinear Programming
  • Normal Distribution
  • Observation
  • Operations Research
  • Probability
  • Simulations
  • Statistical Analysis
  • Statistical Tests

Fields of Study

  • Mathematics

Readers

  • Computer Science.
  • Emergency Management and Homeland Security.
  • Systems Analysis and Design