Sammenlign metoder

	Diskrete hendelsesbaserte simuleringer (DES)	Latin Hypercube Sampling	Monte Carlo-simulering
Fagfelt	Simulering	Simulering	Beslutningstaking
Familie	Process / pipeline	Process / pipeline	MCDM
Opprinnelsesår	1960s (formalized); modern computational form from 1970s onward	1979	1949
Opphavsperson	Banks, Carson, Nelson & Nicol (textbook lineage); foundational work by Tocher & Conway (1960s)	—	Metropolis, N., Ulam, S.
Type	Stochastic process simulation	Stratified space-filling sampling design	Robustness wrapper — Monte Carlo uncertainty propagation
Opprinnelig kilde	Banks, J., Carson, J.S., Nelson, B.L. & Nicol, D.M. (2010). Discrete-Event System Simulation (5th ed.). Pearson. ISBN: 978-0136062127	McKay, M.D., Beckman, R.J. & Conover, W.J. (1979). A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code. Technometrics, 21(2), 239-245.	Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association
Alias	DES, event-driven simulation, Ayrık Olay Simülasyonu (DES)	LHS, Latin Hiperküp Örnekleme (LHS) ve Duyarlılık Analizi, stratified sampling design, space-filling design	—
Relaterte	4	4	0
Sammendrag	Discrete-Event Simulation (DES) is a computational modeling paradigm in which the state of a system changes only at a countable sequence of points in time — the events. Between events nothing changes, so the simulation clock jumps directly from one event to the next. Formalized through the foundational textbooks of Banks, Carson, Nelson and Nicol and of Law in the 1960s–2000s, DES has become the standard tool for analyzing queuing systems, healthcare patient flows, manufacturing lines, and logistics networks where entities move through resources over time.	Latin Hypercube Sampling (LHS) is a stratified space-filling design for computer experiments, introduced by McKay, Beckman, and Conover in 1979. It divides each input variable's range into equally probable strata and draws exactly one sample per stratum, ensuring that the full input space is covered with far fewer model evaluations than standard Monte Carlo simulation requires. It is routinely paired with global sensitivity analysis — particularly Sobol indices — to quantify how much each input drives output variability.	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.