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.
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页码：501 / 508
页数：8
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