Variance reduction for sensitivity estimates obtained from regenerative simulation

DOI10.1016/0167-6377(93)90013-7zbMath0790.60085OpenAlexW2043623056MaRDI QIDQ1317015

Martin I. Reiman, Vien Nguyen

Publication date: 20 June 1994

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

Full work available at URL: https://doi.org/10.1016/0167-6377(93)90013-7

zbMATH Keywords

central limit theoremsimulationslikelihood ratio method

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Cites Work

• Unnamed Item
• Regenerative simulation of response times in networks of queues
• An introduction to the regenerative method for simulation analysis
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
• Regenerative Simulation with Internal Controls
• Concomitant Control Variables Applied to the Regenerative Simulation of Queuing Systems
• Sensitivity Analysis for Simulations via Likelihood Ratios

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