Variance Reduction in Simulations of Loss Models

DOI10.1287/OPRE.47.4.509MaRDI QIDQ4545663zbMATH OpenOpenAlexDBLPWikidataFDO

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

zbMATH Keywords

networksstochastic loss models

Mathematics Subject Classification ID

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

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(5)

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• Reducing Simulation Input-Model Risk via Input Model Averaging
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• 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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