Rates of Convergence of Ordinal Comparison for Dependent Discrete Event Dynamic Systems
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DOI: 10.1023/A:1022651401451
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References listed on IDEAS
- Lindqvist, Bo Henry, 1988. "Association of probability measures on partially ordered spaces," Journal of Multivariate Analysis, Elsevier, vol. 26(2), pages 111-132, August.
- Wei-Ning Yang & Barry L. Nelson, 1991. "Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures," Operations Research, INFORMS, vol. 39(4), pages 583-591, August.
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Cited by:
- Lamiri, Mehdi & Grimaud, Frédéric & Xie, Xiaolan, 2009. "Optimization methods for a stochastic surgery planning problem," International Journal of Production Economics, Elsevier, vol. 120(2), pages 400-410, August.
- Michael C. Fu & Jian-Qiang Hu & Chun-Hung Chen & Xiaoping Xiong, 2007. "Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling," INFORMS Journal on Computing, INFORMS, vol. 19(1), pages 101-111, February.
- Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.
- F. Martinelli, 1999. "Stochastic Comparison Algorithm for Discrete Optimization with Estimation of Time-Varying Objective Functions," Journal of Optimization Theory and Applications, Springer, vol. 103(1), pages 137-159, October.
- Michael C. Fu, 2002. "Feature Article: Optimization for simulation: Theory vs. Practice," INFORMS Journal on Computing, INFORMS, vol. 14(3), pages 192-215, August.
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Keywords
Discrete event dynamic systems; ordinal comparison; convergence rate; correlation;All these keywords.
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