Bias Properties of Budget Constrained Simulations

DOI10.1287/OPRE.38.5.801MaRDI QIDQ3971844zbMATH OpenOpenAlexFDO

Authors Philip Heidelberger, Peter W. Glynn

Publication date 25 June 1992

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a4c87b6cb9de558f0b434ed968342180bb85a857

zbMATH Keywords

bias characteristicsbudget constrained simulationsestimation proceduresMonte Carlo simulationsmultiple processor computers

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Parallel numerical computation (65Y05)

Recommendations

• Analysis of parallel replicated simulations under a completion time constraint
• Replication Schemes For Limiting Expectations
• Jackknifing under a Budget Constraint
• On the theoretical comparison of low-bias steady-state estimators

Cited in

(9)

• Unbiased Markov chain Monte Carlo for intractable target distributions
• Improved estimates and confidence intervals for regenerative simulation
• Replication Schemes For Limiting Expectations
• On the theoretical comparison of low-bias steady-state estimators
• Jackknifing under a Budget Constraint
• Efficient ranking and selection in parallel computing environments
• Analysis of parallel replicated simulations under a completion time constraint
• Predicting the simulation budget in ranking and selection procedures
• Empirical evaluation of initial transient deletion rules for the steady-state Mean estimation problem

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