Approximation-assisted point estimation

Operations Research Letters

Volumn 20, Issue 3, 1997, Pages 109-118

  Nelson, Barry L ^a   Schmeiser, Bruce W ^b   Taaffe, Michael R ^c   Wang, Jin ^d  

^a Northwestern University   (United States)

^b SCHOOL OF INDUSTRIAL ENGINEERING   (United States)

^c UNIVERSITY OF MINNESOTA   (United States)

^d VALDOSTA STATE UNIVERSITY   (United States)

Author keywords

Biased estimation; Control variates; Monte Carlo; Simulation

Indexed keywords

EID: 0000244914     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-6377(96)00053-3     Document Type: Article

References (4)

1. Berger, J.O. (1985), Statistical Decision Theory and Bayesian Analysis, 2nd ed., Springer, New York.
2. Bickel, P. and K.A. Doksum (1977), Mathematical Statistics, Holden-Day, San Francisco, CA.
3. Schmeiser, B. and M. Taaffe (1994), Time-dependent queueing network approximations as simulation external control variates, Oper. Res. Lett. 16, 1-9.
4. Whitt, W. (1983), The queueing network analyzer, Bell Systems Tech. J. 62, 2779-2815.