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Робастное (устойчивое) микромоделирование×Метод Монте-Карло×
ОбластьИмитационное моделированиеПринятие решений
СемействоProcess / pipelineMCDM
Год появления1990s–2000s1949
Автор методаBriggs, A. H.; O'Brien, B. J. and others in health technology assessment literatureMetropolis, N., Ulam, S.
ТипSimulation with systematic robustness testingRobustness wrapper — Monte Carlo uncertainty propagation
Основополагающий источникO'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. DOI ↗Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗
Другие названияRobust Micro-Simulation, Uncertainty-Robust Microsimulation, Probabilistic Microsimulation, Sensitivity-Enhanced Microsimulation
Связанные50
СводкаRobust 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.
ScholarGateНабор данных
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  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 1 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Robust Microsimulation · MONTE-CARLO-SIMULATION. Получено 2026-06-15 из https://scholargate.app/ru/compare