Concomitant Control Variables Applied to the Regenerative Simulation of Queuing Systems

DOI10.1287/OPRE.27.1.134MaRDI QIDQ4182375zbMATH OpenOpenAlexFDO

Authors Stephen S. Lavenberg, Thomas L. Moeller, Charles H. Sauer

Publication date 1979

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.27.1.134

zbMATH Keywords

Concomitant ControlEstimatorQueuing SystemsRegenerative Simulation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Estimation and detection in stochastic control theory (93E10)

Cited in

(7)

• A cross-estimation technique for using control variables in stochastic simulations
• Cyclic regenerative method of simulation
• Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods
• Using martingales to make stochastic simulations more precise
• Variance reduction for sensitivity estimates obtained from regenerative simulation
• Variance reduction in queueing simulation using generalized concomitant variables
• Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation

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