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On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations
6 references·0 citing·26 second hop
On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations (2014)On NonAsymptotic Optimal Stopping Criteri…Simulation in java with SSJ (2005)Simulation in java with SSJThe Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations (1992)The Asymptotic Validity of Se…A guide to simulation (2nd ed.) (1986)A guide to simulation (2nd ed…Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures (1984)Confidence Intervals for Stea…A Guide to Simulation (1983)A Guide to SimulationConfidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures (1982)Confidence Intervals for Stea…Concepts and Methods in Discrete Event Digital Simulation. (1975)Statistical Techniques in Simulation (1976)A spectral method for confidence interval generation and run length control in simulations (1981)Feature Article—Statistical Analysis of Simulation Output Data (1983)Software for uniform random number generation: distinguishing the good and the bad (2001)Simulation Run Length Control in the Presence of an Initial Transient (1983)Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis (1994)On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation (2006)A Sequential Sampling Procedure for Stochastic Programming (2011)Principles of Discrete Event Simulation. (1980)Batch Size Effects in the Analysis of Simulation Output (1982)Random Initialization Methods in Simulation (1989)An Investigation of Finite-Sample Behavior of Confidence Interval Estimators (1992)Automated selection of the number of replications for a discrete-event simulation (2009)Simulation Modeling and Analysis. (1983)Design Patterns: Elements of Reusable Object-Oriented Software (1994)Monte Carlo Methods in Financial Engineering (2003)Pseudorandom Number Generators (2010)History of uniform random number generation (2017)Object-oriented event-graph modeling formalism to simulate manufacturing systems in the Industry 4.0 era (2019)Random numbers for simulation (1990)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Introduction to the art and science of simulation (1998)Costs, effects and C/E‐ratios alongside a clinical trial (1994)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Model Transparency and Validation (2012)
this work references cited by second hop

References

  • 1983A Guide to Simulation1,468 cited
  • 1986A guide to simulation (2nd ed.)484 cited
  • 1992The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations136 cited
  • 1982Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures96 cited
  • 1984Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures86 cited
  • 2005Simulation in java with SSJ60 cited

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