Economic analysis of simulation selection problems

Management Science

Volumn 55, Issue 3, 2009, Pages 421-437

  Chick, Stephen E ^a   Gans, Noah ^b  

^a INSEAD   (France)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Economics of simulation; Free boundary problem; Optimal stopping; Ranking and selection; Simulation

Indexed keywords

BANDIT PROBLEMS; BAYESIAN; DESIGN ALTERNATIVES; DYNAMIC PROGRAMS; FINITE NUMBER; FREE BOUNDARY PROBLEM; FREE-BOUNDARY PROBLEMS; HEAT EQUATION; NET PRESENT VALUE; NEW APPROACHES; OPTIMAL STOPPING; PROJECT IMPLEMENTATION; RANKING AND SELECTION; RANKING AND SELECTION PROCEDURES; REAL OPTIONS; SELECTION PROBLEMS; SELECTION PROCEDURES; SIMULATION; SIMULATION ANALYSIS; SIMULATION PROJECTS; STANDARD METHOD; STATISTICAL EVIDENCE; STATISTICAL SIGNIFICANCE; STOCHASTIC SIMULATIONS; SYSTEM DESIGN; TOOL DEVELOPMENT;

BAYESIAN NETWORKS; ECONOMIC ANALYSIS; OPTIMIZATION;

STOCHASTIC MODELS;

EID: 67649990621     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1080.0949     Document Type: Article

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