Selecting the best simulated system with weighted control-variate estimators
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Cites work
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- scientific article; zbMATH DE number 3527652 (Why is no real title available?)
- A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
- A procedure for selecting a subset of size m containing the l best of k independent normal populations, with applications to simulation
- A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
- A splitting scheme for control variates
- A two-stage procedure for selecting the largest normal mean whose first stage selects a bounded random number of populations
- Control Variate Remedies
- Control variates for screening, selection, and estimation of the best
- Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best
- Control-variate selection criteria
- Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey
- Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
- Handbooks in operations research and management science: Simulation
- Model Selection and Multimodel Inference
- On two-stage selection procedures and related probability-inequalities
- Restricted Subset Selection Procedures for Simulation
- Selecting the best stochastic system for large scale problems in DEDS.
- Simulation methodology - an introduction for queueing theorists
- Solution quality of random search methods for discrete stochastic optimization
- Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation
- Using Ranking and Selection to “Clean Up” after Simulation Optimization
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