Statistical Results on Control Variables with Application to Queueing Network Simulation
application to queueing network simulationblockingclosed queueing networkscontrol variablesestimation of optimum control coefficientsgeneration of confidence intervalsmultiple types of customersprioritiesstatistical resultsvariance reduction
Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Queueing theory (aspects of probability theory) (60K25) Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99) Queues and service in operations research (90B22)
- The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
- On control variate estimators
- Simulation methods of queues: An overview
- Simulation methodology - an introduction for queueing theorists
- A cross-estimation technique for using control variables in stochastic simulations
- Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods
- Using martingales to make stochastic simulations more precise
- Selecting control variates to estimate multiresponse simulation metamodels
- A splitting scheme for control variates
- Time-dependent queueing network approximations as simulation external control variates
- Efficiency improvement techniques
- Batch size effects on the efficiency of control variates in simulation
- A generalized approximate control variate framework for multifidelity uncertainty quantification
- MFNets: data efficient all-at-once learning of multifidelity surrogates as directed networks of information sources
- Equivariant estimation of a normal mean using a normal concomitant variable for covariance adjustment
- Estimation of nonlinear simulation metamodels using control variates
- Variance reduction in queueing simulation using generalized concomitant variables
- Variance Reduction Techniques for Digital Simulation
- A perspective on variance reduction in dynamic simulation experiments
- Variance reduction for quantile estimates in simulations via nonlinear controls
- Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment
- Improved point and confidence interval estimators of mean response in simulation when control variates are used
- Standardized routing variables: a new class of control variates
- Combined correlation methods for metamodel estimation in multipopulation simulation experiments
- Efficient multiple control variate method with applications to exotic option pricing
- Multifidelity uncertainty quantification with models based on dissimilar parameters
- Variance reduction in stochastic reaction networks using control variates
- Covariance expressions for multifidelity sampling with multioutput, multistatistic estimators: application to approximate control variates
- A multifidelity estimator of the expected information gain for Bayesian optimal experimental design
- Alternative defaultable term structure models
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