Variance Reduction Techniques on Generating M/M/1 Processes in Simulation Output Analysis

DOI10.1109/TAC.2012.2231553MaRDI QIDQ5353191zbMATH OpenFDO

Authors Mingchang Chih, Samping Chuang, Wheyming Tina Song

Publication date 8 September 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Queues and service in operations research (90B22)

Cited in

(3)

• Methods of decreasing a variance by simulation and the analysis of their effectiveness
• Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations
• The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis

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