Christos Alexopoulos

Available identifiers

zbMath Open alexopoulos.christosMaRDI QIDQ1283780

List of research outcomes

Publication	Date of Publication	Type
Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation	2023-07-21	Paper
Replicated Computations Results (RCR) Report for “MNO--PQRS: Max Nonnegativity Ordering—Piecewise-Quadratic Rate Smoothing”	2023-07-21	Paper
Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations	2020-10-26	Paper
ASAP3: a batch means procedure for steady-state simulation analysis	2018-06-12	Paper
To batch or not to batch?	2018-06-12	Paper
Replicated batch means variance estimators in the presence of an initial transient	2018-06-12	Paper
Performance of folded variance estimators for simulation	2018-04-16	Paper
Folded overlapping variance estimators for simulation	2012-12-29	Paper
Efficient computation of overlapping variance estimators for simulation	2012-06-18	Paper
Properties of batched quadratic-form variance parameter estimators for simulations	2012-05-30	Paper
Overlapping Variance Estimators for Simulation	2009-08-13	Paper
Exact expected values of variance estimators for simulation	2008-01-18	Paper
Capacity Expansion in Stochastic Flow Networks	2007-01-19	Paper
State‐space partition techniques for multiterminal flows in stochastic networks	2006-09-12	Paper
Partition-reversible Markov processes	2002-02-07	Paper
https://portal.mardi4nfdi.de/entity/Q4953322	2000-12-14	Paper
Minimal connected enclosures on an embedded planar graph	1999-03-30	Paper
State space partitioning methods for stochastic shortest path problems	1997-12-18	Paper
A conservative method for selecting the best simulated system	1997-08-04	Paper
Distribution-Free Confidence Intervals for Conditional Probabilities and Ratios of Expectations	1995-07-13	Paper
Sensitivity analysis in stochastic flow networks using the Monte Carlo method	1993-11-01	Paper
Characterizing stochastic flow networks using the monte carlo method	1992-06-27	Paper

Research outcomes over time

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