Ranking and selection for steady-state simulation

被引：0
|
作者：
Goldsman, D [1 ]
Marshall, WS [1 ]
Kim, SH [1 ]
Nelson, BL [1 ]
机构：
[1] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
来源：
PROCEEDINGS OF THE 2000 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2 | 2000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：
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.
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页码：544 / 553
页数：10
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