Software systems to control sensitivity studies of Monte Carlo simulation models.

S K Seaholm

doi:10.1016/0010-4809(88)90010-9

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Software systems to control sensitivity studies of Monte Carlo simulation models.

S K Seaholm

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Abstract

Studies of the sensitivity of Monte Carlo models to changes in the values of their features involve repetitive simulations. Subsequent displays and analyses express variation in simulated outcomes as a function of change in location in multidimensional feature space and provide feedback via inputs for future simulations. A software system has been designed to control execution of the interacting programs required, reducing the need for human intervention. Assumptions about the goals and operation of the system as a whole are isolated within a program which executes component packages using interprogram control and communication mechanisms. The latter allow component programs to operate independently of the sources of data or the execution environment: they may be used separately, or in software systems, such as for sensitivity analysis of a Monte Carlo epidemic model. The methodology contributes to modularity at the level of executable programs and to the plausibility and efficiency of sensitivity studies.

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Computer Simulation Models, Theoretical Monte Carlo Method Operations Research Software Journal Article Research Support, U.S. Gov't, P.H.S.

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S K Seaholm. 1988. Software systems to control sensitivity studies of Monte Carlo simulation models.. https://doi.org/10.1016/0010-4809(88)90010-9

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