Ranking and selection for steady-state simulation

David Goldsman*, William S. Marshall, Seong Hee Kim, Barry L. Nelson

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

9 Scopus citations


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 languageEnglish (US)
Pages (from-to)544-553
Number of pages10
JournalWinter Simulation Conference Proceedings
StatePublished - Dec 1 2000
Event2000 Winter Simulation Conference Proceedings - Orlando, FL,USA
Duration: Dec 10 2000Dec 13 2000

ASJC Scopus subject areas

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


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