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
Link To Document