Variance reduction for sensitivity estimates obtained from regenerative simulation
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Publication:1317015
DOI10.1016/0167-6377(93)90013-7zbMATH Open0790.60085OpenAlexW2043623056MaRDI QIDQ1317015FDOQ1317015
Authors: Martin I. Reiman, Viên Nguyen 
Publication date: 20 June 1994
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(93)90013-7
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Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)
Cites Work
- Title not available (Why is that?)
- Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
- An introduction to the regenerative method for simulation analysis
- Regenerative simulation of response times in networks of queues
- Sensitivity Analysis for Simulations via Likelihood Ratios
- Concomitant Control Variables Applied to the Regenerative Simulation of Queuing Systems
- Regenerative Simulation with Internal Controls
Cited In (10)
- Conditioning for variance reduction in estimating the sensitivity of simulations
- Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
- Variance reduction in queueing simulation using generalized concomitant variables
- Sensitivity Analysis from Sample Paths Using Likelihoods
- Opportunities of robust regression for variance reduction in discrete event simulation
- A variance reduction method based on sensitivity derivatives
- Using permutations in regenerative simulations to reduce variance
- Variance and bias reduction techniques for the harmonic gradient estimator
- Variance reduction method based on sensitivity derivatives. II.
- Correlation-inducing variance reduction in regenerative simulation
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