| Article ID: | iaor1991335 |
| Country: | Netherlands |
| Volume: | 43 |
| Issue: | 2 |
| Start Page Number: | 184 |
| End Page Number: | 196 |
| Publication Date: | Nov 1989 |
| Journal: | European Journal of Operational Research |
| Authors: | Nelson Barry L. |
This paper considers the combined use of control variates and batching for estimating the steady-state mean of an infinite-horizon process via simulation. Properties of the point and interval estimators from such a procedure are derived as functions of the number of batches and the number of control variates when the total sample size is fixed.