Using common random numbers for indifference-zone selection

被引：2

作者：

Chen, EJ ^{[1
]}

机构：

[1] BASF Corp, Math Modeling Grp, Mt Olive, NJ 07828 USA

来源：

WSC'01: PROCEEDINGS OF THE 2001 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2 | 2001年

关键词：

D O I：

10.1109/WSC.2001.977312

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper discusses the validity of using common random numbers (CRNs) with two-stage selection procedures to improve the possibility of correct selection and discusses the intrinsic subset pre-selection of the Enhanced Two-Stage Selection (ETSS) procedure. We propose using CRNs with Rinott's two-stage selection and ETSS procedures when the underlying processes satisfy certain conditions. An experimental performance evaluation demonstrates the improvement in the possibility of correct selection of using CRNs with two-stage selection procedures and the intrinsic subset pre-selection of the ETSS procedure.

引用

页码：408 / 416

页数：9

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