Applying variance reduction ideas in queuing simulations
| dc.contributor | Virginia Tech | en |
| dc.contributor.author | Ross, S. M. | en |
| dc.contributor.author | Lin, K. Y. | en |
| dc.contributor.department | Industrial and Systems Engineering | en |
| dc.date.accessed | 2014-07-15 | en |
| dc.date.accessioned | 2014-07-21T15:49:44Z | en |
| dc.date.available | 2014-07-21T15:49:44Z | en |
| dc.date.issued | 2001 | en |
| dc.description.abstract | Variance reduction techniques are often underused in simulation studies. In this article, we indicate how certain ones can be efficiently employed when analyzing queuing models. The first technique considered is that of dynamic stratified sampling; the second is the utilization of multiple control variates; the third concerns the replacement of random variables by their conditional expectations when trying to estimate the expected value of a sum of random variables. | en |
| dc.description.sponsorship | National Science Foundation grant DMI-9901053 | en |
| dc.format.mimetype | application/pdf | en |
| dc.identifier.citation | Sheldon M. Ross and Kyle Y. Lin (2001). APPLYING VARIANCE REDUCTION IDEAS IN QUEUING SIMULATIONS. Probability in the Engineering and Informational Sciences, 15, pp 481-494. http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=92867&fulltextType=RA&fileId=S0269964801154045 | en |
| dc.identifier.issn | 0269-9648 | en |
| dc.identifier.uri | http://hdl.handle.net/10919/49656 | en |
| dc.identifier.url | http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=92867&fulltextType=RA&fileId=S0269964801154045 | en |
| dc.language.iso | en | en |
| dc.publisher | Cambridge University Press | en |
| dc.rights | In Copyright | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.subject | Generalized concomitant variables | en |
| dc.subject | Monte-carlo | en |
| dc.subject | Engineering, industrial | en |
| dc.subject | Operations research & management science | en |
| dc.subject | Statistics & probability | en |
| dc.title | Applying variance reduction ideas in queuing simulations | en |
| dc.title.serial | Probability in the Engineering and Informational Sciences | en |
| dc.type | Article - Refereed | en |
| dc.type.dcmitype | Text | en |
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