11 research outputs found
Noh performance of Shunzei Tadanori, Yoshida Nagajirō
Proceedings of the 2010 Winter Simulation ConferenceRanking and selection (R&S) techniques are statistical methods developed to select the best system, or a subset of systems from among a set of alternative system designs. R&S via simulation is particularly appealing as it combines modeling flexibility of simulation with the efficiency of statistical techniques for effective decision making. The overwhelming majority of the R&S research, however, focuses on the expected performance of competing designs. Alternatively, quantiles, which provide additional information about the distribution of the performance measure of interest, may serve as better risk measures than the usual expected value. In stochastic systems, quantiles indicate the level of system performance that can be delivered with a specified probability. In this paper, we address the problem of ranking and selection based on quantiles. In particular, we formulate the problem and characterize the optimal budget allocation scheme using the large deviations theory.Ranking and selection (R&S) techniques are statistical methods developed to select the best system, or
a subset of systems from among a set of alternative system designs. R&S via simulation is particularly
appealing as it combines modeling flexibility of simulation with the efficiency of statistical techniques
for effective decision making. The overwhelming majority of the R&S research, however, focuses on
the expected performance of competing designs. Alternatively, quantiles, which provide additional
information about the distribution of the performance measure of interest, may serve as better risk
measures than the usual expected value. In stochastic systems, quantiles indicate the level of system
performance that can be delivered with a specified probability. In this paper, we address the problem
of ranking and selection based on quantiles. In particular, we formulate the problem and characterize
the optimal budget allocation scheme using the large deviations theory
Analysis of Markov chains using simulation graph models
SIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : DO 357 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
Complexity of simulation models A graph theoretic approach
SIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : RP 11096 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
On the intractability of verifying structural properties of discrete event simulation models
SIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : DO 923 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
Equivalence of simulations A graph theoretic approach
SIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : RP 11095 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
Intractable structural issues in discrete event simulation : special cases and heuristic approaches
SIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : DO 3025 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc