Controlled sequential bifurcation: A new factor-screening method for discrete-event simulation
成果类型：
Article
署名作者：
Hong Wan; Ankenman, Bruce E.; Nelson, Barry L.
署名单位：
Purdue University System; Purdue University; Northwestern University
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.1060.0311
发表日期：
2006
页码：
743-755
关键词：
摘要：
Screening experiments are performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Sequential bifurcation (SB) is a recent screening method that is well suited for simulation experiments; the challenge is to prove the correctness of the results. This paper proposes controlled sequential bifurcation, a procedure that incorporates a hypothesis-testing approach into SB to control error and power. A detailed algorithm is given, conditions that guarantee performance are provided, and an empirical evaluation is presented.