Optimal design of experiments with simulation models of nearly saturated queues
Tài liệu tham khảo
Asmussen, 1990, Exponential families and regression in the Monte Carlo study of queues and random walks, Ann. Statist., 18, 1851, 10.1214/aos/1176347883
Cheng, R.C.H., Kleijnen, J.P.C., 1996. Optimal design of simulation experiments with nearly saturated queues. Oper. Res., submitted for publication.
Fedorov, V.V., 1972. Optimal Experimental Design. Academic Press, New York.
Karlin, S., Studden, W., 1966. Tchebysheff Systems: with Applications in Analysis and Statistics. Wiley, New York.
Kiefer, 1974, General equivalence theory for optimum designs (approximate theory), Ann. Statist., 2, 849, 10.1214/aos/1176342810
Kleijnen, 1992, Regression metamodels for simulation with common random numbers: comparison of validation tests and confidence intervals, Management Sci., 38, 1184, 10.1287/mnsc.38.8.1164
Minh, 1987, Simulating GI/G/k queues in heavy traffic, Management Sci., 33, 1192, 10.1287/mnsc.33.9.1192
Rao, C.R., 1966. Linear Statistical Inference and its Applications. Wiley, New York.
Whitt, 1989, Planning queueing simulations, Management Sci., 35, 1341, 10.1287/mnsc.35.11.1341