Optimal design of experiments with simulation models of nearly saturated queues

Journal of Statistical Planning and Inference - Tập 85 - Trang 19-26 - 2000
R.C.H. Cheng1, J.P.C. Kleijnen2, V.B. Melas3
1University of Kent at Canterbury, Canterbury, UK
2Tilburg University, Tilburg, The Netherlands
3St.Petersburg State University, Faculty of Mathematics and Mechanics, Bibliotechmaya sq. 2, 198904 St. Petersburg, Russia

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