作者：Avramidis, AN; Wilson, JR
作者单位：Cornell University; North Carolina State University
摘要：A simulation-based quantile estimator measures the level of system performance that can be delivered with a prespecified probability. To estimate selected quantiles of the response of a finite-horizon simulation, we develop procedures based on correlation-induction techniques for variance reduction, with emphasis on antithetic variates and Latin hypercube sampling. These procedures achieve improved precision by controlling the simulation's random-number inputs as an integral part of the experi...
作者：Chen, FR; Zheng, YS
作者单位：Columbia University; University of Pennsylvania
摘要：We study echelon-stock (R, nQ) policies in a multistage, serial inventory system with compound Poisson demand. We. provide a simple method for determining near-optimal control parameters. This is achieved in two steps. First, we establish lower and upper bounds on the cost function by over- and under-charging a penalty cost to each upstream stage for holding inadequate stock. Second, we minimize the bounds, which are simple, separable functions of the control parameters, to obtain heuristic so...
