SAMPLE-SIZE REDUCTION IN STOCHASTIC PRODUCTION SIMULATION

被引：15

作者：

BREIPOHL, A

LEE, FN

HUANG, J

FENG, Q

机构：

[1] School of Electrical Engineering and Computer Science, The University of Oklahoma, Norman, OK

来源：

IEEE TRANSACTIONS ON POWER SYSTEMS | 1990年 / 5卷 / 03期

关键词：

Monte Carlo Production Simulation; Probabilistic Production Simulation; Variance;

D O I：

10.1109/59.65930

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This paper presents a method of Monte Carlo production simulation that combines the use of a control variable with stratified sampling. The method reduces the number of required runs from approximately 10, 000 to 10. This reduction in the required number of runs and hence computational time should enable chronological simulation to play a much more significant role in many long—range planning applications. Both the theory and a sample Study are presented in the paper. © 1990 IEEE

引用

页码：984 / 992

页数：9

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