Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables

DOI10.1287/MNSC.30.12.1459MaRDI QIDQ3341644zbMATH OpenOpenAlexFDO

Authors James R. Wilson, A. Alan B. Pritsker

Publication date 1984

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.30.12.1459

zbMATH Keywords

confidence-interval widthexperimental evaluationreductions in point-estimator variance

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(16)

• Optimal performance analysis of manufacturing systems subject to tool availability
• On control variate estimators
• Some properties of simulation interval estimators under dependence induction
• On the estimation of optimal batch sizes in the analysis of simulation output
• Modeling paradigms for discrete event simulation
• A methodology for solving multi-objective simulation-optimization problems
• Time-dependent queueing network approximations as simulation external control variates
• Batch size effects on the efficiency of control variates in simulation
• Applying variance reduction ideas in queuing simulations
• Simulating Average Delay–Variance Reduction by Conditioning
• Variance reduction in queueing simulation using generalized concomitant variables
• Variance Reduction Techniques for Digital Simulation
• A perspective on variance reduction in dynamic simulation experiments
• Selecting the best simulated system with weighted control-variate estimators
• Estimating simulation metamodels using correlated control variates
• scientific article; zbMATH DE number 936859 (Why is no real title available?)

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