Comparer des méthodes

	Microsimulation Robuste	Simulation de Monte-Carlo
Domaine	Simulation	Prise de décision
Famille	Process / pipeline	MCDM
Année d'origine	1990s–2000s	1949
Auteur d'origine	Briggs, A. H.; O'Brien, B. J. and others in health technology assessment literature	Metropolis, N., Ulam, S.
Type	Simulation with systematic robustness testing	Robustness wrapper — Monte Carlo uncertainty propagation
Source fondatrice	O'Brien, B. J., & Briggs, A. H. (2002). Analysis of uncertainty in health care cost-effectiveness studies: an introduction to statistical issues and methods. Statistical Methods in Medical Research, 11(6), 455-468.	Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association
Alias	Robust Micro-Simulation, Uncertainty-Robust Microsimulation, Probabilistic Microsimulation, Sensitivity-Enhanced Microsimulation	—
Apparentées	5	0
Résumé	Robust Microsimulation combines individual-level (micro) simulation with systematic uncertainty analysis — typically probabilistic sensitivity analysis — to generate outputs that are robust to parameter uncertainty, model structure assumptions, and input variability. It is widely used in health technology assessment, public policy, and social science to produce credible, decision-relevant predictions.	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.