| 摘要 |
<p>The invention provides improved apparatus, systems and methods for simulating systems, processes and environments characterized by stochastic processes. The invention is particularly useful when Monte Carlo or Quasi Monte Carlo simulation techniques are employed in a simulation. The invention provides indications of sensitivities of simulated process outputs to changes in underlying process parameters. Embodiments of a simulator of the invention operate at a speed suitable for use in real time environments. In addition, the computational cost of a simulator of the invention relative to the cost associated with the output process is independent of the number of sensitivities and of the number of observations involved in the simulation.</p> |
