Title of article :
Replicative use of an external analytical model in simulation variance reduction
Author/Authors :
H.، Irish, Thomas نويسنده , , C.، Dietz, Dennis نويسنده , , W.، Bauer Jr., Kenneth نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
Explores the variance reduction achieved by employing an external analytical model to consolidate multiple input random variables. Popularity of the control variate method as a variance reduction technique for discrete event simulation; Development of a general Monte Carlo sampling method for resolving the bias problem; Significance of the Analytical Control Variate for variance reduction.
Keywords :
Method of ridge identification , Analysis of fitting ridge models with linear and nonlinear regression , classification and confirmation , Use of the linear regression models , Canonical form and rising ridges
Journal title :
IIE TRANSACTIONS
Journal title :
IIE TRANSACTIONS