The problem of searching for important factors in a simulation model is considered when the simulation output is subject to stochastic variation. Bettonvil and Kleijnen (1996) giv...
We present a new method of selecting the best of several competing system designs on the basis of expected steadystate performance. The method uses a new form of timeseries bootst...
Numerical analysis based on uniformisation and statistical techniques based on sampling and simulation are two distinct approaches for transient analysis of stochastic systems. We ...
Computer simulation is an appealing approach for the reliability analysis of structure-based software systems as it can accommodate important complexities present in realistic sys...
Controlled Sequential Bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multi-stage hypothesis testing procedure with the original Seque...