Northwestern University

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Filtering by: Keyword Model risk Subject Industrial Engineering and Management Sciences

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Incorporating Input Model Risk in Simulation Optimization and Uncertainty Quantification

Description:

Traditionally, simulation analysis has focused on designing a computationally efficient algorithm assuming a correct simulation model is given. As computation becomes cheaper, we are now able to perform more sophisticated simulation analyses involving extensive computation and consider all sources of errors in the simulation model and their effects to the...

Keyword:

Global sensitivity analysis, Model risk, Uncertainty quantification, Simulation optimization, and Input uncertainty

Subject:

Industrial Engineering and Management Sciences

Creator:

Hunhye Song

Owner:

Scholarly Digital Publishing

Date Uploaded:

03/30/2018

Date Modified:

03/30/2018

Date Created:

2017-01-01

Resource Type:

Dissertation