AUTOMATED ESTIMATION AND VARIANCE REDUCTION FOR STEADY-STATE SIMULATIONS.

Rowena Anonuevo*, Barry L. Nelson

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

An automated procedure is presented that interfaces with SIMSCRIPT II. 5 simulation experiments to derive point and interval estimators for steady-state parameters of stochastic simulations. The procedure combines the nonoverlapping batch means method of output analysis and the control variates variance reduction technique. Batch size and control variates are selected automatically.

Original languageEnglish (US)
Title of host publicationWinter Simulation Conference Proceedings
PublisherIEEE
Pages871-875
Number of pages5
ISBN (Print)0911801111, 9780911801118
DOIs
StatePublished - 1986

Publication series

NameWinter Simulation Conference Proceedings
ISSN (Print)0275-0708

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Safety, Risk, Reliability and Quality
  • Chemical Health and Safety
  • Applied Mathematics

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