Generalized integrated brownian fields for simulation metamodeling
Peter Salemi, Jeremy Staum, Barry L. Nelson
| Year of publication: |
2019
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|---|---|
| Authors: | Salemi, Peter ; Staum, Jeremy ; Nelson, Barry L. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 3, p. 874-891
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| Subject: | simulation metamodeling | Gaussian random fields | kriging | stochastic kriging | Gaussian process regression | mean reversion | Markov property | Simulation | Stochastischer Prozess | Stochastic process | Theorie | Theory | Markov-Kette | Markov chain | Mean Reversion | Mean reversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2018.1804 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012040305