Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling
From MaRDI portal
Publication:4976542
DOI10.1080/03610918.2015.1096374zbMath1368.90051OpenAlexW2564582030MaRDI QIDQ4976542
Abdelouhab Aloui, Megdouda Ourbih-Tari, Arezki Zioui
Publication date: 31 July 2017
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2015.1096374
Monte Carlo methods (65C05) Queues and service in operations research (90B22) Random number generation in numerical analysis (65C10)
Related Items (5)
Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm ⋮ Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem ⋮ Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation ⋮ The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation ⋮ Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator ``getRDS and the proposed ``getLHS using variance reduction
This page was built for publication: Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling
