Selecting the best simulated system with weighted control-variate estimators
DOI10.1016/J.MATCOM.2011.09.008zbMATH Open1245.65011OpenAlexW1982693062MaRDI QIDQ433634FDOQ433634
Authors: Shing Chih Tsai 
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
Recommendations
- Control variates for screening, selection, and estimation of the best
- Screening and selection procedures with control variates and correlation induction techniques
- Combined variance reduction techniques in fully sequential selection procedures
- Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations
- Ranking and selection for steady-state simulation: procedures and perspectives
numerical examplesvariance reductioncontrol variateranking and selectionconfidence levelsimulation optimizationleast-squares regression
Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07) Parametric tolerance and confidence regions (62F25) Analysis of variance and covariance (ANOVA) (62J10)
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- Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best
- Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey
- Control variates for screening, selection, and estimation of the best
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