Proceedings of the Winter Simulation Conferenceâ€¦

2014

Sequest is a fully sequential procedure that delivers improved point and confidence-interval (CI) estimators for a designated steady-state quantile by exploiting a combination of ideas from batchingâ€¦ (More)

We summarize some results from an extensive performance comparison of the procedures MSER-5 and N-Skart for handling the simulation start-up problem. We assume a fixed-length simulation-generatedâ€¦ (More)

This article presents Sequem, a fully sequential procedure for computing point estimators and confidence intervals (CIs) for extreme steady-state quantiles of a simulation output process. The methodâ€¦ (More)

ARD is an automated replication-deletion procedure for computing point and confidence interval (CI) estimators for the steady-state mean of a simulation-generated output process. The CI can haveâ€¦ (More)

We present Sequem, a sequential procedure that delivers point and confidence-interval (CI) estimators for extreme steady-state quantiles of a simulation-generated process. Because it is specifiedâ€¦ (More)