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

DOI10.1287/MNSC.28.5.550MaRDI QIDQ3963993zbMATH OpenOpenAlexFDO

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)

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

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