Cited By
View all- L'Ecuyer PTuffin BJefferson TFowler JIngalls R(2008)Approximate zero-variance simulationProceedings of the 40th Conference on Winter Simulation10.5555/1516744.1516782(170-181)Online publication date: 7-Dec-2008
Non-linear control variates for regenerative steady-state simulation
Pages 430 - 438
Abstract
We assume the existence of a parameterized family of control variates that could be used in a regenerative steady-state simulation. We show how such controls can be generated in the Markov-process setting, discuss the optimization problem of searching for a good choice of parameterization, and develop a strong law and central limit theorem for the resulting estimator.
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- IIE: Institute of Industrial Engineers
- INFORMS-SIM: Institute for Operations Research and the Management Sciences: Simulation Society
- ASA: American Statistical Association
- IEEE/SMC: Institute of Electrical and Electronics Engineers: Systems, Man, and Cybernetics Society
- SIGSIM: ACM Special Interest Group on Simulation and Modeling
- NIST: National Institute of Standards and Technology
- (SCS): The Society for Modeling and Simulation International
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Published: 09 December 2007
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View all- L'Ecuyer PTuffin BJefferson TFowler JIngalls R(2008)Approximate zero-variance simulationProceedings of the 40th Conference on Winter Simulation10.5555/1516744.1516782(170-181)Online publication date: 7-Dec-2008
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