Ranking and selection techniques with overlapping variance estimators

被引：0

作者：

Healey, Christopher ^{[1
]}

Goldsman, David ^{[1
]}

Kim, Seong-Hee ^{[1
]}

机构：

[1] Georgia Inst Technol, H Milton Stewart Sch Ind & Syst Engn, Atlanta, GA 30332 USA

来源：

PROCEEDINGS OF THE 2007 WINTER SIMULATION CONFERENCE, VOLS 1-5 | 2007年

关键词：

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Some ranking and selection (R&S) procedures for steady-state simulation require an estimate of the asymptotic variance parameter of each system to guarantee a certain probability of correct selection. We show that the performance of such R&S procedures depends on the quality of the variance estimates that are used. In this paper, we study the performance of R&S procedures with two new variance estimators - overlapping area and overlapping Cramer-von Mises estimators - which show better long-run performance than other estimators previously used in R&S problems.

引用

页码：501 / 508

页数：8

共 11 条

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