Pilot Study on the Applicability of Variance Reduction Techniques to the Simulation of a Stochastic Combat Model

Abstract

This thesis investigations the applicability of VRTs to the simulation of stochastic combat models. Ways of measuring the efficiency of a VRT are explored. Antithetic variates and stratified sampling are applied to the simulation of a trivariate Markovian combat model. Means of programming the antithetic variates and stratified sampling to reduce the inherent variability of uncertainty in the output data of the model are illustrated. Response surface regression models are used to characterize the performance of the antithetic variates and stratified sampling in the Markovian combat model. Keywords: Synchronization, Monotonicity, Antithetic variates, Stratified sampling, Crude simulation, Simulation efficiency.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1987
Accession Number
ADA186854

Entities

People

  • Curtis Smith

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • California
  • Combat Simulations
  • Computational Science
  • Computer Programming
  • Computer Simulations
  • Computers
  • Data Science
  • Estimators
  • Information Science
  • Monte Carlo Method
  • Operations Research
  • Probability
  • Random Variables
  • Statistical Algorithms
  • Statistical Analysis
  • Surveys
  • United States

Fields of Study

  • Mathematics

Readers

  • Aviation Science / Aeronautics.
  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.