W. David Kelton

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Person:941526

Available identifiers

zbMath Open kelton.w-davidMaRDI QIDQ941526

List of research outcomes





PublicationDate of PublicationType
Why simheuristics? Benefits, limitations, and best practices when combining metaheuristics with simulation2021-10-26Paper
Changing the paradigm: simulation, now a method of first resort2019-05-02Paper
Estimating steady-state distributions via simulation-generated histograms2008-09-01Paper
Quantile and tolerance-interval estimation in simulation2005-10-17Paper
Sequential selection procedures: using sample means to improve efficiency2005-06-01Paper
Closure–state specification for markov–process models with incomplete micro data1996-01-29Paper
Multivariate Autoregressive Techniques for Constructing Confidence Regions on the Mean Vector1994-08-03Paper
Weighted Batch Means for Confidence Intervals in Steady-State Simulations1994-05-03Paper
Measuring Congestion for Dynamic Task Allocation in Distributed Simulation1993-08-31Paper
Adjustment rules based on quality control charts†1990-01-01Paper
The transient behaviour of the \(M/E_ k/2\) queue and steady-state simulation1988-01-01Paper
Replication splitting and variance for simulating discrete-parameter stochastic processes1986-01-01Paper
The Transient Behavior of the M/M/s Queue, with Implications for Steady-State Simulation1985-01-01Paper
Development of Specific hypothesis tests for estimated markov chains1985-01-01Paper
An Analytical Evaluation of Alternative Strategies in Steady-State Simulation1984-01-01Paper
Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures1984-01-01Paper
A new approach for dealing with the startup problem in discrete event simulation1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39514481982-01-01Paper
Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures1982-01-01Paper
A mean-time comparison of algorithms for the all-pairs shortest-path problem with arbitrary arc lengths1978-01-01Paper

Research outcomes over time

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