Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures

DOI10.1287/OPRE.39.4.583MaRDI QIDQ3980512zbMATH OpenOpenAlexFDO

Authors Wei-Ning Yang, Barry L. Nelson

Publication date 26 June 1992

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.39.4.583

zbMATH Keywords

control variatesmultiple comparisonsstochastic simulationpairwise comparisonscommon random numbersvariance reduction techniquesinterval estimates

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99) Paired and multiple comparisons; multiple testing (62J15)

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(16)

• Control-variate methods for comparison with a standard
• Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
• Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best
• Sequential selection with unknown correlation structures
• Comparison with a standard via all-pairwise comparisons
• Sharpening comparisons via Gaussian copulas and semidefinite programming
• An approach based on Hotelling’s test for multicriteria stochastic simulation–optimization
• Optimization via simulation: A review
• Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations
• Order now, pickup in 30 minutes: managing queues with static delivery guarantees
• Multiple-comparison procedures for steady-state simulations
• Multiple comparisons with the best using common random numbers for steady-state simulations
• Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation
• Some insights of using common random numbers in selection procedures
• On the optimality and efficiency of common random numbers
• Rates of convergence of ordinal comparison for dependent discrete event dynamic systems

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