References
- Añonuevo , R. and Nelson , B. L. 1988 . Automated estimation and variance reduction via control variates for infinite-horizon simulations . Computers & Operations Research , 15 : 447 – 456 .
- Avramidis , A. N. and Wilson , J. R. 1993 . A splitting scheme for control variates . Operations Research Letters , 14 : 187 – 198 .
- Bauer , K. W. and Wilson , J. R. 1992 . Control-variate selection criteria . Naval Research Logistics , 39 : 307 – 321 .
- Bechhofer , R. E. , Santner , T. J. and Goldsman , D. 1995 . Design and Analysis of Experiments for Statistical Selection, Screening and Multiple Comparisons , New York, NY : Wiley .
- Goldsman , D. , Kim , S.-H. , Marshall , W. and Nelson , B. L. 2001 . Ranking and selection procedures for steady-state simulation: perspectives and procedures . INFORMS Journal on Computing , 14 : 2 – 19 .
- Hong , L. J. 2006 . Fully sequential indifference-zone selection procedures with variance-dependent sampling . Naval Research Logistics , 53 : 464 – 476 .
- Hong , L. J. and Nelson , B. L. 2005 . The tradeoff between sampling and switching: new sequential procedures for indifference-zone selection . IIE Transactions , 37 : 623 – 634 .
- Hong , L. J. and Nelson , B. L. 2007 . Selecting the best system when systems are revealed sequentially . IIE Transactions , 39 : 723 – 734 .
- Kim , S.-H. and Nelson , B. L. 2001 . A fully sequential procedure for indifference-zone selection in simulation . ACM Transactions on Modeling and Computer Simulation , 11 : 251 – 273 .
- Kim , S.-H. and Nelson , B. L. 2006 . On the asymptotic validity of fully sequential selection procedures for steady-state simulation . Operations Research , 54 : 475 – 488 .
- Lavenberg , S. S. and Welch , P. D. 1981 . A perspective on the use of control variables to increase the efficiency of Monte Carlo simulations . Management Science , 27 : 322 – 335 .
- Nelson , B. L. 1989 . Batch size effects on the efficiency of control variates in simulation . European Journal of Operational Research , 43 : 184 – 196 .
- Nelson , B. L. 1990 . Control-variate remedies . Operations Research , 38 : 974 – 992 .
- Nelson , B. L. and Staum , J. 2006 . Control variates for screening, selection, and estimation of the best . ACM Transactions on Modeling and Computer Simulation , 16 : 52 – 75 .
- Nelson , B. L. , Swann , J. , Goldsman , D. and Song , W. 2001 . Simple procedures for selecting the best simulated system when the number of alternatives is large . Operations Research , 49 : 950 – 963 .
- Pichitlamken , J. , Nelson , B. L. and Hong , L. J. 2006 . A sequential procedure for neighborhood selection-of-the-best in optimization via simulation . European Journal of Operational Research , 173 : 283 – 298 .
- Rinott , Y. 1978 . On two-stage selection procedures and related probability-inequalities . Communications in Statistics – Theory and Methods , A7 : 799 – 811 .
- Ripley , B. D. 1987 . Stochastic Simulation , New York, NY : Wiley .
- Tsai , S. C. , Nelson , B. L. and Staum , J. 2009 . “ Combined screening and selection of the best with control variates ” . In Advancing the Frontiers of Simulation: A Festschrift in Honor of George S. Fishman , Edited by: Alexopoulos , C. , Goldsman , D. and Wilson , J. R. 263 – 289 . Springer .
- Wilson , J. R. and Pritsker , A. A. B. 1984 . Variance reduction in queueing simulation using generalized concomitant variables . Journal of Statistical Computation and Simulation , 19 : 129 – 153 .