Abstract
We present and evaluate two ranking-and-selection procedures for use in steady-state simulation experiments when the goal is to find which among a finite number of alternative systems has the largest or smallest long-run average performance. Both procedures extend existing methods for independent and identically normally distributed observations to general stationary output processes, and both procedures are sequential.
Original language | English (US) |
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Pages (from-to) | 544-553 |
Number of pages | 10 |
Journal | Winter Simulation Conference Proceedings |
Volume | 1 |
State | Published - Dec 1 2000 |
Event | 2000 Winter Simulation Conference Proceedings - Orlando, FL,USA Duration: Dec 10 2000 → Dec 13 2000 |
ASJC Scopus subject areas
- Software
- Modeling and Simulation
- Safety, Risk, Reliability and Quality
- Chemical Health and Safety
- Applied Mathematics