Database Monte Carlo for simulation on demand

Imry Rosenbaum, Jeremy Staum

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

In the simulation-on-demand paradigm, we invest computational effort by running a simulation experiment before a question is asked, and then we quickly provide an answer by making use of the results of the earlier simulation experiment. This can be done by building a metamodel, but standard metamodeling methods used in stochastic simulation have the disadvantage that they require validation. We show how to use Database Monte Carlo with control variates to provide simulation-on-demand without metamodel validation.

Original languageEnglish (US)
Title of host publication2015 Winter Simulation Conference, WSC 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages679-688
Number of pages10
ISBN (Electronic)9781467397438
DOIs
StatePublished - Feb 16 2016
EventWinter Simulation Conference, WSC 2015 - Huntington Beach, United States
Duration: Dec 6 2015Dec 9 2015

Publication series

NameProceedings - Winter Simulation Conference
Volume2016-February
ISSN (Print)0891-7736

Other

OtherWinter Simulation Conference, WSC 2015
CountryUnited States
CityHuntington Beach
Period12/6/1512/9/15

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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