Goldsman David

David Goldsman

Information about the author David Goldsman will soon be added to the site.
Found 28 papers in total
Steady‐State Simulation with Replication‐Dependent Initial Transients: Analysis and Examples
Steady‐State Simulation with Replication‐Dependent Initial Transients: Analysis and Examples
2013
The replicated batch means (RBM) method for steady‐state simulation output...
Folded overlapping variance estimators for simulation
Folded overlapping variance estimators for simulation
2012
We propose and analyze a new class of estimators for the variance parameter of a...
Finding the non-dominated Pareto set for multi-objective simulation models
Finding the non-dominated Pareto set for multi-objective simulation models
2010
This article considers a multi-objective Ranking and Selection (R+S) problem, where...
An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
2009
We discuss an improved jackknifed Durbin_Watson estimator for the variance...
Efficient computation of overlapping variance estimators for simulation
Efficient computation of overlapping variance estimators for simulation
2007
For a steady–state simulation output process, we formulate efficient algorithms...
Modeling patient arrivals in community clinics
Modeling patient arrivals in community clinics
2008
We develop improved methods for modeling and simulating the streams of patients...
Linear combinations of overlapping variance estimators for simulation
Linear combinations of overlapping variance estimators for simulation
2007
We estimate the variance parameter of a stationary simulation-generated process using...
Does This Line Ever Move? Everyday Applications of Operations Research
Does This Line Ever Move? Everyday Applications of Operations Research
2007
Combining standardized time series area and Cramér–von Mises variance estimators
Combining standardized time series area and Cramér–von Mises variance estimators
2007
We propose three related estimators for the variance parameter arising from a...
Exact expected values of variance estimators for simulation
Exact expected values of variance estimators for simulation
2007
We formulate exact expressions for the expected values of selected estimators of the...
A stochastic model of airline operations
A stochastic model of airline operations
2002
We present a stochastic model of the daily operations of an airline. Its primary...
A stochastic model of airline operations
A stochastic model of airline operations
2002
We present a stochastic model of the daily operations of an airline. Its primary...
Properties of batched quadratic-form variance parameter estimators for simulations
Properties of batched quadratic-form variance parameter estimators for simulations
2001
We examine the practice of batching of certain quadratic-form estimators for the...
Ranking and selection for steady-state simulation: Procedures and perspectives
Ranking and selection for steady-state simulation: Procedures and perspectives
2002
We present and evaluate three ranking-and-selection procedures for use in steady-state...
Comparisons with a standard in simulation experiments
Comparisons with a standard in simulation experiments
2001
We consider the problem of comparing a finite number of stochastic systems with...
Large-sample normality of the batch-means variance estimator
Large-sample normality of the batch-means variance estimator
2002
Consider a stationary stochastic process, X 1 ,X 2 ,..., arising from a steady-state...
Simple procedures for selecting the best simulated system when the number of alternatives is large
Simple procedures for selecting the best simulated system when the number of alternatives is large
2001
In this paper, we address the problem of finding the simulated system with the best...
Alan Pritsker's multifaceted career: Theory, practice, education, entrepreneurship, and service
Alan Pritsker's multifaceted career: Theory, practice, education, entrepreneurship, and service
2001
In this lead article for the special issue of IIE Transactions honoring Alan Pritsker,...
Properties of batched quadratic-form variance parameter estimators for simulations
Properties of batched quadratic-form variance parameter estimators for simulations
2001
We examine the practice of batching of certain quadratic-form estimators for the...
Cramér–von Mises variance estimators for simulations
Cramér–von Mises variance estimators for simulations
1999
We study estimators for the variance parameter σ   2 of a...
Student t-tests and compound tests to detect transients in simulated time series
Student t-tests and compound tests to detect transients in simulated time series
1999
Given a stationary stochastic process, with unknown mean μ, interest often lies in...
Standardized time series Lp-norm variance estimators for simulations
Standardized time series Lp-norm variance estimators for simulations
1998
This paper studies a class of estimators for the variance parameter of a stationary...
Large-sample results for batch means
Large-sample results for batch means
1997
In analyzing the output process generated by a steady-state simulation, we often seek...
Tests for transient means in simulated time series
Tests for transient means in simulated time series
1994
The authors present a family of tests to detect the presence of a transient mean in a...
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