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.

引用

页码：544 / 553

页数：10

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