Choosing sample path length and number of sample paths when starting in steady state
type: Item
instance of: scholarly article
title: Choosing sample path length and number of sample paths when starting in steady state
zbMATH Open document ID: 0818.62075
DOI: 10.1016/0167-6377(94)90070-1
author: George S. Fishman
published in: Operations Research Letters
publication date: 1995-06-08T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 761911
zbMATH Keywords: mean estimation
zbMATH Keywords: strictly stationary stochastic process
zbMATH Keywords: Monte Carlo sampling
zbMATH Keywords: optimal policy
zbMATH Keywords: specified accuracy
zbMATH Keywords: relative cost ratio
zbMATH Keywords: autocorrelation functions
MaRDI profile type: Publication
full work available at URL: 0167-6377(94)90070-1
OpenAlex ID: W2048729803
cites work: Bias Considerations in Simulation Experiments
cites work: Limit theorems for the method of replication
cites work: Replication splitting and variance for simulating discrete-parameter stochastic processes
cites work: Toward guidelines for designing experiments in queuing simulation
cites work: The Efficiency of One Long Run Versus Independent Replications in Steady-State Simulation
cites work: Evaluation of startup policies in simulation experiments
description: scientific article; zbMATH DE number 761911