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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

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.

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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.