• DocumentCode
    3746714
  • Title

    Database Monte Carlo for simulation on demand

  • Author

    Imry Rosenbaum;Jeremy Staum

  • Author_Institution
    Department of Industrial Engineering and Management Sciences, McCormick School of Engineering, Northwestern University, 2145 Sheridan Road, Evanston, IL 60208-3119, USA
  • fYear
    2015
  • Firstpage
    679
  • Lastpage
    688
  • 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.
  • Keywords
    "Computational modeling","Databases","Mathematical model","Analytical models","Monte Carlo methods","Metamodeling","Response surface methodology"
  • Publisher
    ieee
  • Conference_Titel
    Winter Simulation Conference (WSC), 2015
  • Electronic_ISBN
    1558-4305
  • Type

    conf

  • DOI
    10.1109/WSC.2015.7408206
  • Filename
    7408206