Batch size effects on the efficiency of control variates in simulation
From MaRDI portal
Publication:1822881
DOI10.1016/0377-2217(89)90212-9zbMath0679.62102OpenAlexW2056522176MaRDI QIDQ1822881
Publication date: 1989
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(89)90212-9
batchingregressioncontrol variatespoint and interval estimatorsinfinite- horizon processsteady-state mean
Related Items (4)
Time-dependent queueing network approximations as simulation external control variates ⋮ Ensemble Approximate Control Variate Estimators: Applications to MultiFidelity Importance Sampling ⋮ Queueing Network Controls via Deep Reinforcement Learning ⋮ Zero variance Markov chain Monte Carlo for Bayesian estimators
Cites Work
- Unnamed Item
- Unnamed Item
- An introduction to the regenerative method for simulation analysis
- Confidence Interval Estimation Using Standardized Time Series
- Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
- Arma-Based Confidence Intervals for Simulation Output Analysis
- Variance Reduction Techniques for Digital Simulation
- A perspective on variance reduction in dynamic simulation experiments
- A Sequential Procedure for Determining the Length of a Steady-State Simulation
- A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
- Statistical Results on Control Variables with Application to Queueing Network Simulation
- Batch Size Effects in the Analysis of Simulation Output
- Grouping Observations in Digital Simulation
- Regenerative Simulation with Internal Controls
This page was built for publication: Batch size effects on the efficiency of control variates in simulation