Cyclic regenerative method of simulation

DOI10.1016/0167-6377(82)90026-8zbMath0497.90025OpenAlexW1987361560MaRDI QIDQ1170995

Robert G. Sargent, J. George Shanthikumar

Publication date: 1982

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(82)90026-8

zbMATH Keywords

regenerative processessingle server queueing systemcontrolled queuecyclic regenerative method of simulationestimation variance reduction techniqueN-control policy

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items

On confidence intervals for cyclic regenerative processes

Cites Work

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