On the asymptotic validity of fully sequential selection procedures for steady-state simulation
成果类型：
Article
署名作者：
Kim, SH; Nelson, BL
署名单位：
University System of Georgia; Georgia Institute of Technology; Northwestern University
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.1060.0281
发表日期：
2006
页码：
475-488
关键词：
摘要：
We present fully sequential procedures for steady-state simulation that are designed to select the best of a finite number of simulated systems when best is defined by the largest or smallest long-run average performance. We also provide a framework for establishing the asymptotic validity of such procedures and prove the validity of our procedures. An example based on the M/M/1 queue is given.