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FIMXII-SCMA2005@AUBURN, Twelfth Annual International Conference on Statistics, Combinatorics, Mathematics and Applications
December 2-4, 2005
Auburn University
Auburn, Alabama, USA |
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Organizers Forum for Interdisciplinary Mathematics
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Some Contributions of Ranking and Selection to Computer Simulation
by
David Goldsman
Georgia Tech
Coauthors: Seong-Hee Kim (School of ISyE, Georgia Tech) and Barry Nelson (Dept. of IEMS, Northwestern Univ.)
Over the last 30 years, the seminal work of Bechhofer, Gupta, and
Sobel (BG
S) has led to a array of advances in the field of computer
simulation, particularly in the area of simulation output analysis.
In this talk, we describe three modern procedures for deciding which
of a number of competing simulated systems is the best. These three
procedures trace their roots directly to earlier procedures due to
BG |
S. Each of the new procedures takes advantage of certain inherent
characteristics of simulation, e.g., the abilities to induce correlation
between competing systems, quickly produce and analyze observations
sequentially, and efficiently re-sample observations.
PDF
Date received: October 15, 2005
Copyright © 2005 by the author(s).
The author(s) of this document and the organizers of the conference
have granted their consent to include this abstract in
Atlas Conferences Inc.
Document # carm-96.
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