Bias Properties of Budget Constrained Simulations

DOI10.1287/OPRE.38.5.801zbMATH Open0743.65006OpenAlexW1970720528MaRDI QIDQ3971844FDOQ3971844

Authors: Philip Heidelberger, Peter W. Glynn 

Publication date: 25 June 1992

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a4c87b6cb9de558f0b434ed968342180bb85a857

Recommendations

• Analysis of parallel replicated simulations under a completion time constraint
• Replication Schemes For Limiting Expectations
• Jackknifing under a Budget Constraint
• On the theoretical comparison of low-bias steady-state estimators

zbMATH Keywords

Monte Carlo simulationsestimation proceduresmultiple processor computersbias characteristicsbudget constrained simulations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Parallel numerical computation (65Y05)

Cited In (7)

• Jackknifing under a Budget Constraint
• Replication Schemes For Limiting Expectations
• On the theoretical comparison of low-bias steady-state estimators
• Predicting the simulation budget in ranking and selection procedures
• Unbiased Markov chain Monte Carlo for intractable target distributions
• Improved Estimates and Confidence Intervals for Regenerative Simulation
• Efficient ranking and selection in parallel computing environments

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