Variance reduction in queueing simulation using generalized concomitant variables
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Publication:3686007
parameter estimationsimulationcontrol variatesvariance reductionMarkov processesqueueing networkspoststratified sampling
Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)
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Cites work
- scientific article; zbMATH DE number 3854477 (Why is no real title available?)
- scientific article; zbMATH DE number 3793743 (Why is no real title available?)
- scientific article; zbMATH DE number 3495530 (Why is no real title available?)
- scientific article; zbMATH DE number 3549966 (Why is no real title available?)
- scientific article; zbMATH DE number 3553575 (Why is no real title available?)
- scientific article; zbMATH DE number 3196612 (Why is no real title available?)
- A NOTE ON OPTIMUM STRATIFICATION OF POPULATIONS FOR ESTIMATING THE POPULATION MEANS
- An introduction to the regenerative method for simulation analysis
- Concomitant Control Variables Applied to the Regenerative Simulation of Queuing Systems
- Linear Statistical Inference and its Applications
- Regenerative Simulation with Internal Controls
- Statistical Results on Control Variables with Application to Queueing Network Simulation
Cited in
(22)- A simple variance reduction method with applications to finance and queueing theory
- Approximating Martingales for Variance Reduction in Markov Process Simulation
- The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
- Control-variate methods for comparison with a standard
- The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
- Applying variance reduction ideas in queuing simulations
- Opportunities of robust regression for variance reduction in discrete event simulation
- Standardized routing variables: a new class of control variates
- Approximating class-departure variability in tandem queues with downtime events: regression-based variability function
- Estimating simulation metamodels using correlated control variates
- Variance reduction for sensitivity estimates obtained from regenerative simulation
- Variance Reduction in Simulations of Loss Models
- Variance Reduction Techniques for Digital Simulation
- Improved point and confidence interval estimators of mean response in simulation when control variates are used
- Variance reduction in M/M/1 retrial queues using refined descriptive sampling
- Simulation methodology - an introduction for queueing theorists
- Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
- A perspective on variance reduction in dynamic simulation experiments
- A Variant of the Conditional Expectation Variance Reduction Technique and Its Application to the Simulation of the GI/G/1 Queues
- Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling
- Simulating Average Delay–Variance Reduction by Conditioning
- scientific article; zbMATH DE number 936859 (Why is no real title available?)
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