Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables

DOI10.1287/mnsc.30.12.1459zbMath0549.60094OpenAlexW2080587277MaRDI QIDQ3341644

James R. Wilson, A. Alan B. Pritsker

Publication date: 1984

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.30.12.1459

zbMATH Keywords

experimental evaluationconfidence-interval widthreductions in point-estimator variance

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)

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