Nelson Barry L.

Barry L. Nelson

Information about the author Barry L. Nelson will soon be added to the site.
Found 28 papers in total
A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
2006
We propose a fully sequential indifference-zone selection procedure that is...
Simulation of coherent risk measures based on generalized scenarios
Simulation of coherent risk measures based on generalized scenarios
2007
In financial risk management, coherent risk measures have been proposed as a way to...
Efficient generation of cycle time–throughput curves through simulation and metamodeling
Efficient generation of cycle time–throughput curves through simulation and metamodeling
2007
A cycle time–throughput (CT–TH) curve, which quantifies the relationship...
Controlled sequential bifurcation: a new factor-screening method for discrete-event simulation
Controlled sequential bifurcation: a new factor-screening method for discrete-event simulation
2006
Screening experiments are performed to eliminate unimportant factors so that the...
On the asymptotic validity of fully sequential selection procedures for steady-state simulation
On the asymptotic validity of fully sequential selection procedures for steady-state simulation
2006
We present fully sequential procedures for steady-state simulation that are designed...
Discrete optimization via simulation using COMPASS
Discrete optimization via simulation using COMPASS
2006
We propose an optimization-via-simulation algorithm, called COMPASS, for use when the...
Fitting time-series input processes for simulation
Fitting time-series input processes for simulation
2005
Providing accurate and automated input-modeling support is one of the challenging...
The Pht/Pht/∞ queueing system: Part I – The single node
The Pht/Pht/∞ queueing system: Part I – The single node
2004
We develop a numerically exact method for evaluating the time-dependent mean,...
The [Pht/Pht/∞]K queueing system: Part II – The multiclass network
The [Pht/Pht/∞]K queueing system: Part II – The multiclass network
2004
We demonstrate a numerically exact method for evaluating the time-dependent mean,...
Using ranking and selection to “clean up” after simulation optimization
Using ranking and selection to “clean up” after simulation optimization
2003
In this paper we address the problem of finding the simulated system with the best...
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...
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...
Estimating the probability that a simulated system will be the best
Estimating the probability that a simulated system will be the best
2002
Consider a stochastic simulation experiment consisting of v independent vector...
Selecting a good system: Procedures and inference
Selecting a good system: Procedures and inference
2001
We present two-stage experiment designs for use in simulation experiments that compare...
Control variates for probability and quantile estimation
Control variates for probability and quantile estimation
1998
In stochastic systems, quantiles indicate the level of system performance that can be...
Efficient multinomial selection in simulation
Efficient multinomial selection in simulation
1998
Consider a simulation experiment consisting of v independent vector replications...
Numerical methods for fitting and simulating Autoregressive-to-Anything Processes
Numerical methods for fitting and simulating Autoregressive-to-Anything Processes
1998
An ARTA (AutoRegressive-to-Anything) Process is a time series with arbitrary marginal...
Approximation-assisted point estimation
Approximation-assisted point estimation
1997
We investigate three alternatives for combining a deterministic approximation with a...
Two-stage multiple comparisons with the best for computer simulation
Two-stage multiple comparisons with the best for computer simulation
1995
We consider the problem of comparing a small number of stochastic systems via computer...
Autoregressive to anything: Time-series input processes for simulation
Autoregressive to anything: Time-series input processes for simulation
1996
We develop a model for representing stationary time series with arbitrary marginal...
Using common random numbers for indifference-zone selection and multiple comparisons in simulation
Using common random numbers for indifference-zone selection and multiple comparisons in simulation
1995
The authors present a general recipe for constructing experiment design and analysis...
Autoregressive-output-analysis methods revisited
Autoregressive-output-analysis methods revisited
1994
The authors revisit and update the autoregressive-output-analysis method for...
Using common random numbers and control variates in multiple-comparison procedures
Using common random numbers and control variates in multiple-comparison procedures
1991
This paper considers the determination of the relative merits of two or more system...
Papers per page: