Compara mètodes

	Simulació Bayesiana de Cues	Simulació Monte Carlo
Camp	Simulació	Presa de decisions
Família	Process / pipeline	MCDM
Any d'origen	1994	1949
Autor original	Armero, C. & Bayarri, M. J.	Metropolis, N., Ulam, S.
Tipus	Bayesian inference + stochastic simulation	Robustness wrapper — Monte Carlo uncertainty propagation
Font seminal	Armero, C., & Bayarri, M. J. (1994). Bayesian prediction in M/M/1 queues. Queueing Systems, 15(1–4), 401–417.	Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association
Àlies	BQS, Bayesian Queue Simulation, Bayesian Stochastic Queueing, Bayesian Queuing Analysis	—
Relacionats	6	0
Resum	Bayesian Queueing Simulation combines Bayesian statistical inference with stochastic queueing simulation to model waiting-line systems under parameter uncertainty. Instead of treating arrival and service rates as fixed known values, it places prior distributions over them, updates these with observed data to obtain posteriors, and propagates the resulting parameter uncertainty through repeated simulation runs to produce probabilistic predictions of system performance metrics such as queue length, waiting time, and server utilisation.	MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.