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This paper provides a unified development of the method of control variates for simulation experiments in which the objective is estimation of a multiresponse metamodel---that is, a linear model for an output vector of simulation performance measures expressed in terms of an input vector of...
Persistent link: https://www.econbiz.de/10009214606
We formulate and evaluate the Automated Simulation Analysis Procedure (ASAP), an algorithm for steady-state simulation output analysis based on the method of nonover-lapping batch means (NOBM). ASAP delivers a confidence interval for an expected response that is centered on the sample mean of a...
Persistent link: https://www.econbiz.de/10009208538
The minimum spillage sequencing problem, which arises in real-time satellite signal data processing, requires a set of numbers to be arranged so as to minimize the "overflow" of the partial sums above an upper bound. We subject several heuristics to worst-case analysis, average-case analysis,...
Persistent link: https://www.econbiz.de/10009198019