Selecting the best simulated system with weighted control-variate estimators

DOI10.1016/J.MATCOM.2011.09.008zbMath1245.65011OpenAlexW1982693062MaRDI QIDQ433634

Publication date: 5 July 2012

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2011.09.008

zbMATH Keywords

numerical examples variance reduction ranking and selection control variate confidence level simulation optimization least-squares regression

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Statistical ranking and selection procedures (62F07)

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