Estimation of Multiresponse Simulation Metamodels Using Control Variates
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DOI: 10.1287/mnsc.35.11.1316
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Cited by:
- Kenneth W. Bauer & James R. Wilson, 1992. "Control‐variate selection criteria," Naval Research Logistics (NRL), John Wiley & Sons, vol. 39(3), pages 307-321, April.
- Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, J.P.C., 2007.
"Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81),"
Other publications TiSEM
3e563d88-0029-47f6-a66b-e, Tilburg University, School of Economics and Management.
- Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, J.P.C., 2007. "Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)," Discussion Paper 2007-45, Tilburg University, Center for Economic Research.
- Reis dos Santos, M. Isabel & Porta Nova, Acacio M.O., 2006. "Statistical fitting and validation of non-linear simulation metamodels: A case study," European Journal of Operational Research, Elsevier, vol. 171(1), pages 53-63, May.
- Bettonvil, Bert & del Castillo, Enrique & Kleijnen, Jack P.C., 2009. "Statistical testing of optimality conditions in multiresponse simulation-based optimization," European Journal of Operational Research, Elsevier, vol. 199(2), pages 448-458, December.
- Tew, Jeffrey D., 1995. "Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels," European Journal of Operational Research, Elsevier, vol. 87(2), pages 349-367, December.
- Athanassios N. Avramidis & Kenneth W. Bauer & James R. Wilson, 1991. "Simulation of stochastic activity networks using path control variates," Naval Research Logistics (NRL), John Wiley & Sons, vol. 38(2), pages 183-201, April.
- Badiru, Adedeji B. & Sieger, David B., 1998. "Neural network as a simulation metamodel in economic analysis of risky projects," European Journal of Operational Research, Elsevier, vol. 105(1), pages 130-142, February.
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Keywords
control variates; multivariate linear models; simulation; variance reduction techniques;All these keywords.
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