The effect of initial transient on the steady-state simulation harmonic analysis gradient estimators
Author
Abstract
Suggested Citation
DOI: 10.1016/S0378-4754(96)00068-7
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Lee W. Schruben, 1982. "Detecting Initialization Bias in Simulation Output," Operations Research, INFORMS, vol. 30(3), pages 569-590, June.
- Douglas J. Morrice & Lee W. Schruben, 1993. "Simulation Factor Screening Using Harmonic Analysis," Management Science, INFORMS, vol. 39(12), pages 1459-1476, December.
- Sheldon H. Jacobson, 1994. "Convergence Results for Harmonic Gradient Estimators," INFORMS Journal on Computing, INFORMS, vol. 6(4), pages 381-397, November.
- Sheldon H. Jacobson & Arnold H. Buss & Lee W. Schruben, 1991. "Driving Frequency Selection for Frequency Domain Simulation Experiments," Operations Research, INFORMS, vol. 39(6), pages 917-924, December.
- L. Schruben & H. Singh & L. Tierney, 1983. "Optimal Tests for Initialization Bias in Simulation Output," Operations Research, INFORMS, vol. 31(6), pages 1167-1178, December.
- Martin I. Reiman & Alan Weiss, 1989. "Sensitivity Analysis for Simulations via Likelihood Ratios," Operations Research, INFORMS, vol. 37(5), pages 830-844, October.
- Ward Whitt, 1991. "The Efficiency of One Long Run Versus Independent Replications in Steady-State Simulation," Management Science, INFORMS, vol. 37(6), pages 645-666, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Enver Yücesan, 1993. "Randomization tests for initialization bias in simulation output," Naval Research Logistics (NRL), John Wiley & Sons, vol. 40(5), pages 643-663, August.
- Sanchez, Susan M. & Moeeni, Farhad & Sanchez, Paul J., 2006. "So many factors, so little time...Simulation experiments in the frequency domain," International Journal of Production Economics, Elsevier, vol. 103(1), pages 149-165, September.
- Robinson, Stewart, 2007. "A statistical process control approach to selecting a warm-up period for a discrete-event simulation," European Journal of Operational Research, Elsevier, vol. 176(1), pages 332-346, January.
- K Hoad & S Robinson & R Davies, 2010. "Automating warm-up length estimation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(9), pages 1389-1403, September.
- Felisa J. Vázquez-Abad & Sheldon H. Jacobson, 2001. "Phantom Harmonic Gradient Estimators for Nonpreemptive Priority Queueing Systems," INFORMS Journal on Computing, INFORMS, vol. 13(4), pages 345-359, November.
- David Goldsman & Lee W. Schruben & James J. Swain, 1994. "Tests for transient means in simulated time series," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(2), pages 171-187, March.
- Morgan, Lucy E. & Barton, Russell R., 2022. "Fourier trajectory analysis for system discrimination," European Journal of Operational Research, Elsevier, vol. 296(1), pages 203-217.
- Kleijnen, Jack P. C. & Rubinstein, Reuven Y., 1996.
"Optimization and sensitivity analysis of computer simulation models by the score function method,"
European Journal of Operational Research, Elsevier, vol. 88(3), pages 413-427, February.
- Kleijnen, J.P.C. & Rubinstein, R.Y., 1995. "Optimization and Sensitivity Analysis of Computer Similation Models by the Score Function Method," Papers 9513, Tilburg - Center for Economic Research.
- Kleijnen, J.P.C. & Rubinstein, R.Y., 1995. "Optimization and sensitivity analysis of computer simulation models by the score function method," Other publications TiSEM bf6eb5a0-3fef-46ef-a6f4-9, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & Rubinstein, R.Y., 1995. "Optimization and sensitivity analysis of computer simulation models by the score function method," Discussion Paper 1995-13, Tilburg University, Center for Economic Research.
- Calvin, James M. & Nakayama, Marvin K., 2004. "Permuted derivative and importance-sampling estimators for regenerative simulations," European Journal of Operational Research, Elsevier, vol. 156(2), pages 390-414, July.
- Jack P. C. Kleijnen & Susan M. Sanchez & Thomas W. Lucas & Thomas M. Cioppa, 2005. "State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments," INFORMS Journal on Computing, INFORMS, vol. 17(3), pages 263-289, August.
- David F. Muñoz & Peter W. Glynn, 2001. "Multivariate Standardized Time Series for Steady-State Simulation Output Analysis," Operations Research, INFORMS, vol. 49(3), pages 413-422, June.
- Ockerman, Daniel H. & Goldsman, David, 1999. "Student t-tests and compound tests to detect transients in simulated time series," European Journal of Operational Research, Elsevier, vol. 116(3), pages 681-691, August.
- Abbas, K. & Heidergott, B.F. & Aissani, D., 2011. "A Taylor series expansion approach to the functional approximation of finite queues," Serie Research Memoranda 0049, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Laub, Patrick J. & Salomone, Robert & Botev, Zdravko I., 2019. "Monte Carlo estimation of the density of the sum of dependent random variables," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 161(C), pages 23-31.
- Kleijnen, J.P.C. & Sanchez, S.M. & Lucas, T.W. & Cioppa, T.M., 2003.
"A User's Guide to the Brave New World of Designing Simulation Experiments,"
Discussion Paper
2003-1, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & Sanchez, S.M. & Lucas, T.W. & Cioppa, T.M., 2003. "A User's Guide to the Brave New World of Designing Simulation Experiments," Other publications TiSEM a6910d11-f9bc-4246-b1a7-2, Tilburg University, School of Economics and Management.
- Kannan, V. R. & Ghosh, S., 1995. "Using dynamic cellular manufacturing to simplify scheduling in cell based production systems," Omega, Elsevier, vol. 23(4), pages 443-452, August.
- Nilay Tanık Argon & Sigrún Andradóttir, 2006. "Replicated batch means for steady‐state simulations," Naval Research Logistics (NRL), John Wiley & Sons, vol. 53(6), pages 508-524, September.
- Gilles Pages & Olivier Pironneau & Guillaume Sall, 2015. "Vibrato and Automatic Differentiation for High Order Derivatives and Sensitivities of Financial Options," Working Papers hal-01234637, HAL.
- Michael C. Fu, 2008. "What you should know about simulation and derivatives," Naval Research Logistics (NRL), John Wiley & Sons, vol. 55(8), pages 723-736, December.
- Sarazin, Gabriel & Morio, Jérôme & Lagnoux, Agnès & Balesdent, Mathieu & Brevault, Loïc, 2021. "Reliability-oriented sensitivity analysis in presence of data-driven epistemic uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
More about this item
Keywords
Steady-state simulation; Initial transient; Harmonic analysis; Gradient estimators;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:43:y:1997:i:2:p:209-221. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.