Some insights of using common random numbers in selection procedures

DOI10.1007/s10626-012-0142-2zbMath1272.93107OpenAlexW2048081884MaRDI QIDQ373006

E.~Jack Chen

Publication date: 21 October 2013

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10626-012-0142-2

zbMATH Keywords

simulationranking and selectioncommon random numbers

Mathematics Subject Classification ID

Discrete event control/observation systems (93C65) Stochastic systems in control theory (general) (93E03)

Cites Work

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• A revisit of two-stage selection procedures
• Using ordinal optimization approach to improve efficiency of selection procedures
• A new approach to estimate the critical constant of selection procedures
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• Sequential selection procedures: using sample means to improve efficiency
• Comparison with a standard via all-pairwise comparisons
• Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling
• Multiple Comparisons With the Best Treatment
• Some Guidelines and Guarantees for Common Random Numbers
• On two-stage selection procedures and related probability-inequalities
• A fully sequential procedure for indifference-zone selection in simulation
• Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation
• Some Fixed-Sample Ranking and Selection Problems

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