Combined variance reduction techniques in fully sequential selection procedures

DOI10.1002/nav.21770zbMath1411.62048OpenAlexW2772201578MaRDI QIDQ4632989

Jun Luo, Shing Chih Tsai, Chi Ching Sung

Publication date: 2 May 2019

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.21770

zbMATH Keywords

simulationconditional expectationranking and selectioncontrol variatesvariance reduction techniquespoststratified sampling

Mathematics Subject Classification ID

Sequential statistical design (62L05) Statistical ranking and selection procedures (62F07)

Related Items (3)

Simulation optimization in security screening systems subject to budget and waiting time constraints ⋮ Algorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection Procedure ⋮ Efficient optimization algorithms for surgical scheduling under uncertainty

This page was built for publication: Combined variance reduction techniques in fully sequential selection procedures