Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations.
Marvin K. NakayamaPublished in: Eur. J. Oper. Res. (2007)
Keyphrases
- steady state
- markov chain
- random numbers
- fixed width
- explicit expressions
- operating conditions
- product form
- queue length
- pseudo random number
- uniformly distributed
- state dependent
- steady states
- random number generators
- variance reduction
- heavy traffic
- mathematical analysis
- queueing networks
- traffic intensity
- queue size
- variance estimator