12 search results - page 1 / 3 » A wavelet-based spectral procedure for steady-state simulati... |
INFORMS
2007
13 years 4 months ago
2007
WSC
1996
13 years 5 months ago
1996
Sequential analysis of simulation output is generally accepted as the most efficient way for securing representativeness of samples of collected observations. In this scenario a s...
WSC
2004
13 years 5 months ago
2004
We discuss ASAP3, a refinement of the batch means algorithms ASAP and ASAP2. ASAP3 is a sequential procedure designed to produce a confidence-interval estimator for the expected r...
QEST
2006
IEEE
13 years 10 months ago
2006
IEEE
The time-bounded reachability problem for continuoustime Markov chains (CTMCs) amounts to determine the probability to reach a (set of) goal state(s) within a given time span, suc...
EOR
2006
13 years 4 months ago
2006
We develop WASSP, a wavelet-based spectral method for steady-state simulation analysis. First WASSP determines a batch size and a warm-up period beyond which the computed batch me...