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Applying variance reduction ideas in queuing simulations

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dc.contributorVirginia Techen
dc.contributor.authorRoss, S. M.en
dc.contributor.authorLin, K. Y.en
dc.contributor.departmentIndustrial and Systems Engineeringen
dc.date.accessed2014-07-15en
dc.date.accessioned2014-07-21T15:49:44Zen
dc.date.available2014-07-21T15:49:44Zen
dc.date.issued2001en
dc.description.abstractVariance 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.sponsorshipNational Science Foundation grant DMI-9901053en
dc.format.mimetypeapplication/pdfen
dc.identifier.citationSheldon 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=S0269964801154045en
dc.identifier.issn0269-9648en
dc.identifier.urihttp://hdl.handle.net/10919/49656en
dc.identifier.urlhttp://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=92867&fulltextType=RA&fileId=S0269964801154045en
dc.language.isoenen
dc.publisherCambridge University Pressen
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectGeneralized concomitant variablesen
dc.subjectMonte-carloen
dc.subjectEngineering, industrialen
dc.subjectOperations research & management scienceen
dc.subjectStatistics & probabilityen
dc.titleApplying variance reduction ideas in queuing simulationsen
dc.title.serialProbability in the Engineering and Informational Sciencesen
dc.typeArticle - Refereeden
dc.type.dcmitypeTexten

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