Implementable MSE-optimal dynamic partial-overlapping batch means estimators for steady-state simulations.
Wheyming Tina SongMingchang ChihPublished in: WSC (2008)
Keyphrases
- steady state
- variance estimator
- state dependent
- markov chain
- operating conditions
- product form
- explicit expressions
- queue length
- arrival rate
- standardized time series
- service times
- dynamic programming
- steady states
- queueing networks
- feedback loop
- heavy traffic
- computationally efficient
- queueing model
- fluid model
- limit cycle