Kleijnen, Jack P.C.; Shi, W.; Liu, Zhixue - Tilburg University, Center for Economic Research - 2013
a realistic simulation experiment. Sequential bifurcation (SB) is a sequential method that changes groups of inputs …-order polynomials are adequate approximations of the input/output functions implied by the simulation model; (ii) the signs of all first … either (heredity property). This paper examines SB for random simulation with multiple responses (outputs), called …