A conservative method for selecting the best simulated system

DOI10.1016/0167-6377(96)00004-1zbMath0867.65080OpenAlexW2074698813MaRDI QIDQ2564628

Andrew F. Seila, Christos Alexopoulos

Publication date: 4 August 1997

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

Full work available at URL: https://doi.org/10.1016/0167-6377(96)00004-1

zbMATH Keywords

algorithmMonte Carlo simulationpoint estimatormultinomial confidence intervals

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• An approach to nonlinear programming
• Probability Inequalities for the Sum of Independent Random Variables
• Quick Simultaneous Confidence Intervals for Multinomial Proportions
• Probability Inequalities for Sums of Bounded Random Variables
• On Simultaneous Confidence Intervals for Multinomial Proportions