Analysis methodology: Are we done?

Proceedings - Winter Simulation Conference

Volumn 2005, Issue , 2005, Pages 790-796

  Andradóttir, Sigrún ^a   Goldsman, David ^a   Schruben, Lee W ^b   Schmeiser, Bruce W ^c   Yücesan, Enver ^d  

^a Georgia Institute of Technology   (United States)

^b DEPARTMENT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH   (United States)

^c SCHOOL OF INDUSTRIAL ENGINEERING   (United States)

^d INSEAD   (France)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; COMPUTER SIMULATION; ENGINEERING RESEARCH;

DISCRETE EVENT SIMULATION; RESEARCHERS;

TECHNICAL PRESENTATIONS;

EID: 33846668215     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2005.1574323     Document Type: Conference Paper

References (19)

1. Barton, R. R., R. C. H. Cheng, S. E. Chick, S. G. Henderson, A. M. Law, L. M. Leemis, B. W. Schmeiser, L. W. Schruben, and J. R. Wilson. 2002. Panel on current issues in simulation input modeling. Proceedings of the 2002 Winter Simulation Conference (eds. E. Yücesan, C.-H. Chen, J. L. Snowdon, and J. M. Charnés), 353-369. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
2. Boesel, J., B. L. Nelson, and S.-H. Kim. 2003. Using ranking and selection to 'clean up' after simulation optimization. Operations Research, 51:814-825.
3. Cario, M. C. and B. L. Nelson. 1997. Modeling and generating random vectors with arbitrary marginal distributions and correlation matrix. Technical Report, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois.
4. Conway, R. 1963. Some tactical problems in digital simulation. Management Science, 10: 47-61.
5. Damerdji, H., S. G. Henderson, and P. W. Glynn. 1997. Computational efficiency evaluation in output analysis, Proceedings of the 1997 Winter Simulation Conference (eds. S. Andradóttir, K. J. Healy, D. H. Withers, and B. L. Nelson), 208-215. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
6. Fishman, G. S. and L. S. Yarberry. 1997. An implementation of the batch means method. INFORMS Journal on Computing, 9(3): 296-310.
7. Gaury, E. G. A. and J. P. C. Kleijnen. 1998. Risk analysis of robust system design, Proceedings of the 1998 Winter Simulation Conference (ed. D. J. Medeiros, E. F. Watson, J. S. Carson, and M. S. Manivannan), 1533-1540. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
8. Glasserman, P. 2004. Monte Carlo Methods in Financial Engineering, Springer. New York.
9. Govind, N. 2004. Robust parameter design with imperfect experimental control of noise. Unpublished PhD Dissertation, The Pennsylvania State University.
10. Hyden, P. and L. W. Schruben. 2000. Improved decision processes through simultaneous simulation and time dilation, Proceedings of the 2000 Winter Simulation Conference (eds. J. A. Joines, R. R. Barton, K. Kang, and P.A. Fishwick), 743-748. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
11. Kim, S.-H. and B. L. Nelson. 2001. A fully sequential procedure for indifference-zone selection in simulation. A CM Transactions on Modeling and Computer Simulation, 11:251-273.
12. rd ed. New York: McGraw-Hill.
13. L'Ecuyer, P. 1999. Good parameters and implementations for combined multiple recursive random number generators. Operations Research, 47:159-164.
14. Meketon, M. S. and B. W. Schmeiser. 1984. Overlapping batch means: Something for nothing? Proceedings of the 1984 Winter Simulation Conference (eds. S. Sheppard, U. W. Pooch, and C. D. Pegden), 227-230, Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
15. Melamed, B. 1991. TES: a class of methods for generating autocorrelated uniform variates. ORSA Journal on Computing, 3:317-329.
16. Schmeiser, B. W. and W.-M. T. Song. 1989. Inversetransformation algorithms for some common stochastic processes, Proceedings of the 1989 Winter Simulation Conference (eds. E. A. MacNair, K. J. Musselman, and P. Heidelberger), 490-496, Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
17. Steiger, N. M., E. K. Lada, J. R. Wilson, J. A. Joines, C. Alexopoulos, and D. Goldsman. 2005. ASAP3: A batch means procedure for steady-state simulation analysis. A CM Transactions on Modeling and Computer Simulation, 15:39-73.
18. Wagner, M. A. F. and J. R. Wilson. 1996. Using univariate Bézier distributions to model simulation input processes. HE Transactions, 28 (9): 699-712.
19. Yarris, L., Computing resources available to Lab researchers, Berkeley Lab Currents, Lawrence Berkeley Labs, July 12, 1996.