Batch-size effects on simulation optimization using multiple comparisons with the best

Lynne Goldsman*, Barry L. Nelson

*Corresponding author for this work

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

9 Scopus citations

Abstract

A batch-size analysis is presented which provides the framework for an algorithm to form MCB (multiple comparisons with the best) confidence intervals for steady-state simulations. Empirical studies indicate that the proposed heuristic approach to the batching problem is effective.

Original languageEnglish (US)
Title of host publication90 Winter Simulation Conf.
PublisherPubl by IEEE
Pages288-293
Number of pages6
ISBN (Print)0911801723
StatePublished - Dec 1 1990
Event1990 Winter Simulation Conference Proceedings - New Orleans, LA, USA
Duration: Dec 9 1990Dec 12 1990

Publication series

NameWinter Simulation Conference Proceedings
ISSN (Print)0275-0708

Other

Other1990 Winter Simulation Conference Proceedings
CityNew Orleans, LA, USA
Period12/9/9012/12/90

ASJC Scopus subject areas

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

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  • Cite this

    Goldsman, L., & Nelson, B. L. (1990). Batch-size effects on simulation optimization using multiple comparisons with the best. In 90 Winter Simulation Conf. (pp. 288-293). (Winter Simulation Conference Proceedings). Publ by IEEE.