Variance Reduction in Simulations of Loss Models

DOI10.1287/OPRE.47.4.509zbMATH Open1014.90011DBLPjournals/ior/SrikantW99OpenAlexW1997776484WikidataQ89700477 ScholiaQ89700477MaRDI QIDQ4545663FDOQ4545663

Authors: R. Srikant, Ward Whitt 

Publication date: 15 August 2002

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

Full work available at URL: https://doi.org/10.1287/opre.47.4.509

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zbMATH Keywords

networksstochastic loss models

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic network models in operations research (90B15)

Cited In (5)

• Reducing Simulation Input-Model Risk via Input Model Averaging
• Rare event simulation for a slotted time M/G/s model
• Indirect Estimation Via L = λW
• The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
• Simulation run lengths to estimate blocking probabilities

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