Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures.
Averill M. LawW. David KeltonPublished in: Oper. Res. (1984)
Keyphrases
- sample size
- steady state
- confidence intervals
- markov chain
- model selection
- limit theorems
- upper bound
- product form
- variance reduction
- queueing networks
- variance estimator
- progressive sampling
- queueing model
- worst case
- heavy traffic
- service times
- state dependent
- queue length
- arrival rate
- state space
- dynamic programming
- special case
- steady state simulation
- data sets
- queue size
- traffic intensity
- fluid model
- lower bound