Variance reduction in queueing simulation using generalized concomitant variables
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control variatesMarkov processesparameter estimationpoststratified samplingqueueing networkssimulationvariance reduction
Queueing theory (aspects of probability theory) (60K25) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Queues and service in operations research (90B22)
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Cites work
- A NOTE ON OPTIMUM STRATIFICATION OF POPULATIONS FOR ESTIMATING THE POPULATION MEANS
- An introduction to the regenerative method for simulation analysis
- Concomitant Control Variables Applied to the Regenerative Simulation of Queuing Systems
- scientific article; zbMATH DE number 3854477 (Why is no real title available?)
- scientific article; zbMATH DE number 3793743 (Why is no real title available?)
- scientific article; zbMATH DE number 3495530 (Why is no real title available?)
- scientific article; zbMATH DE number 3549966 (Why is no real title available?)
- scientific article; zbMATH DE number 3553575 (Why is no real title available?)
- scientific article; zbMATH DE number 3196612 (Why is no real title available?)
- Linear Statistical Inference and its Applications
- Regenerative Simulation with Internal Controls
- Statistical Results on Control Variables with Application to Queueing Network Simulation
Cited in
(23)- The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
- Simulation methodology - an introduction for queueing theorists
- Variance reduction for sensitivity estimates obtained from regenerative simulation
- Approximating class-departure variability in tandem queues with downtime events: regression-based variability function
- Opportunities of robust regression for variance reduction in discrete event simulation
- The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
- A simple variance reduction method with applications to finance and queueing theory
- Applying variance reduction ideas in queuing simulations
- Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
- Simulating Average Delay–Variance Reduction by Conditioning
- Variance Reduction Techniques for Digital Simulation
- A perspective on variance reduction in dynamic simulation experiments
- Improved point and confidence interval estimators of mean response in simulation when control variates are used
- Variance Reduction in Simulations of Loss Models
- Variance reduction in M/M/1 retrial queues using refined descriptive sampling
- A Variant of the Conditional Expectation Variance Reduction Technique and Its Application to the Simulation of the GI/G/1 Queues
- Standardized routing variables: a new class of control variates
- Estimating simulation metamodels using correlated control variates
- scientific article; zbMATH DE number 936859 (Why is no real title available?)
- Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling
- Control-variate methods for comparison with a standard
- Approximating Martingales for Variance Reduction in Markov Process Simulation
- Adaptive sequential selection procedures for optimal quantile with control variates
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