Simulation Methodology

Abstract

The main thrust of this research has been in developing new statistical methods for analyzing the output from computer simulations. The technical work can be divided into three areas: simulation output analysis, variance reduction, stochastic optimization, and generalized semiMarkov processes. Below we mention some of the most important results in each area.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1991
Accession Number
ADA238113

Entities

People

  • Donald Iglehart
  • Peter W. Glynn

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Simulations
  • Computers
  • Contracts
  • Equations
  • Estimators
  • Markov Chains
  • Markov Processes
  • Military Research
  • Operations Research
  • Probability
  • Random Variables
  • Sampling
  • Simulations
  • Simulators
  • Statistics
  • Stochastic Processes

Readers

  • Computational Modeling and Simulation
  • Theoretical Analysis.