Selecting the best simulated system with weighted control-variate estimators (Q433634): Difference between revisions
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scientific article
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English | Selecting the best simulated system with weighted control-variate estimators |
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Selecting the best simulated system with weighted control-variate estimators (English)
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5 July 2012
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simulation optimization
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ranking and selection
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control variate
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numerical examples
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variance reduction
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least-squares regression
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confidence level
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