Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures

DOI10.1287/MNSC.28.5.550zbMATH Open0498.65065OpenAlexW1981409547MaRDI QIDQ3963993FDOQ3963993

Authors: Averill M. Law, W. David Kelton 

Publication date: 1982

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.28.5.550

zbMATH Keywords

confidence intervalsstopping rulessequential proceduressteady-state simulations

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)

Cited In (4)

• Tutorial
• A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting
• Controlling the precision of estimated means in interactive simulation
• Selecting Stopping Rules for Confidence Interval Procedures

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