Sensitivity analysis and the "what if" problem in simulation analysis

Keyphrases

• Sensitivity Analysis 100%
• Simulation Analysis 100%
• Performance Measures 100%
• What-if 100%
• Stochastic Model 66%
• Score Function 66%
• Parameter Vector 66%
• Function Approach 66%
• Queuing Model 66%
• Single Sample 33%
• Probability Density Function 33%
• Random Vector 33%
• Associated System 33%
• Performance Sensitivity 33%
• Sample Path 33%
• Heavy Traffic 33%
• Sensitivity Gradient 33%
• Acceptance-rejection Method 33%
• Hessian 33%
• Inverse Transformation Method 33%
• Radon-Nikodym 33%

Computer Science

• Performance Measure 100%
• Stochastic Model 66%
• Underlying System 66%
• queueing model 66%
• Score Function 66%
• Parameter Vector 33%
• Probability Density Function 33%
• Rejection Method 33%
• Inverse Transform 33%

Mathematics

• Performance Measure 100%
• Stochastic Model 66%
• score function ψ 66%
• Random Vector 33%
• Probability Density Function 33%
• Parameter Vector 33%
• Sample Path 33%
• Rejection Method 33%
• Inverse Transform Method 33%