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Batch size effects on the efficiency of control variates in simulation
16 references·1 citing·35 second hop
Batch size effects on the efficiency of control variates in simulation (1989)Batch size effects on the efficiency of c…Proceedings of the 1987 winter simulation conference (1988)Proceedings of the 1987 winte…Multivariate inference in stationary simulation using batch means (1987)Multivariate inference in sta…A perspective on variance reduction in dynamic simulation experiments (1987)A perspective on variance red…Decomposition of some weil-known variance reduction techniques (1986)Decomposition of some weil-kn…Variance Reduction Techniques for Digital Simulation (1984)Variance Reduction Techniques…Variance reduction in queueing simulation using generalized concomitant variables (1984)Variance reduction in queuein…Overlapping batch means: something for nothing? (1984)Overlapping batch means: some…Arma-Based Confidence Intervals for Simulation Output Analysis (1984)Arma-Based Confidence Interva…Confidence Interval Estimation Using Standardized Time Series (1983)Confidence Interval Estimatio…Statistical Results on Control Variables with Application to Queueing Network Simulation (1982)Statistical Results on Contro…Batch Size Effects in the Analysis of Simulation Output (1982)Batch Size Effects in the Ana…A spectral method for confidence interval generation and run length control in simulations (1981)A spectral method for confide…A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations (1981)A Perspective on the Use of C…A Sequential Procedure for Determining the Length of a Steady-State Simulation (1979)A Sequential Procedure for De…Grouping Observations in Digital Simulation (1978)Grouping Observations in Digi…An Introduction to the Regenerative Method for Simulation Analysis (1977)An Introduction to the Regene…Efficient simulation of multiclass queueing networks (1997)Efficient simulation of multi…Statistical Decision Theory (1980)Simulation and the Monte Carlo Method (1981)A Guide to Simulation (1983)The score function approach for sensitivity analysis of computer simulation models (1986)Integrated Variance Reduction Strategies for Simulation (1996)Efficiency improvement and variance reduction (2005)Principles of Discrete Event Simulation. (1980)Control Variate Remedies (1990)Parallel processors for planning under uncertainty (1990)Monte Carlo methods for security pricing (1997)Concepts and Methods in Discrete Event Digital Simulation. (1975)Book Review: Time Series Analysis: Forecasting and Control (1977)Fundamentals of Queueing Theory. (1977)Proceedings of the 2002 Winter Simulation Conference (2002)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Principles of Discrete Event Simulation (1979)Simulation Run Length Control in the Presence of an Initial Transient (1983)Respect for Human Rights has Improved Over Time: Modeling the Changing Standard of Accountability (2014)Some Tactical Problems in Digital Simulation (1963)Statistical Techniques in Simulation (1976)State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments (2005)Simulation: The Practice of Model Development and Use (2014)Introduction to the Theory of Queues. (1963)Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures (1984)Model-Based and Model-Free Control of Autocorrelated Processes (1995)The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations (1992)Traffic modeling for telecommunications networks (1994)A Method for Discrete Stochastic Optimization (1995)Optimal Mean-Squared-Error Batch Sizes (1995)An Implementation of the Batch Means Method (1997)On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation (2006)Simulation Output Analysis Using Standardized Time Series (1990)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Application of Discrete-Event Simulation in Health Care Clinics: A Survey (1999)Verification and validation of simulation models (2012)
this work references cited by second hop

References

  • 1988Proceedings of the 1987 winter simulation conference743 cited
  • 1981A spectral method for confidence interval generation and run length control in simulations437 cited
  • 1982Batch Size Effects in the Analysis of Simulation Output366 cited
  • 1983Confidence Interval Estimation Using Standardized Time Series317 cited
  • 1984Overlapping batch means: something for nothing?221 cited
  • 1979A Sequential Procedure for Determining the Length of a Steady-State Simulation212 cited
  • 1981A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations208 cited
  • 1977An Introduction to the Regenerative Method for Simulation Analysis170 cited
  • 1978Grouping Observations in Digital Simulation169 cited
  • 1984Variance Reduction Techniques for Digital Simulation114 cited
  • 1982Statistical Results on Control Variables with Application to Queueing Network Simulation110 cited
  • 1987A perspective on variance reduction in dynamic simulation experiments48 cited
  • 1987Multivariate inference in stationary simulation using batch means43 cited
  • 1984Variance reduction in queueing simulation using generalized concomitant variables38 cited
  • 1984Arma-Based Confidence Intervals for Simulation Output Analysis

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36 cited
  • 1986Decomposition of some weil-known variance reduction techniques33 cited
  • Cited by

    • 1997Efficient simulation of multiclass queueing networks9 cited