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A variant of the conditional expectation variance reduction technique and its application to the simulation of the GI/G/1 queues
1989,
Minh Do Le
This paper introduces the Partial Conditional Expectation (PCE) variance reduction technique, derived by...
Planning queueing simulations
1989,
Whitt Ward
Simple heuristic formulas are developed to estimate the simulation run lengths required to achieve desired...
Importance sampling for stochastic simulations
1989,
Glynn Peter W.
Importance sampling is one of the classical variance reduction techniques for increasing the efficiency of...
Bias properties of budget constrained simulations
1990,
Glynn Peter W.
This paper addresses the bias characteristics of estimators produced from Monte Carlo simulations. If the...
A unified view of the IPA, SF, and LR gradient estimation techniques
1990,
LEcuyer Pierre
The links between the likelihood-ratio (LR) gradient-estimation technique (sometimes called the...
Descriptive sampling: A better approach to Monte Carlo simulation
1990,
Saliby E.
Although simple random sampling is the standard sampling procedure in Monte Carlo simulation, such...
The simulator: New member of the simulation family
1991,
Banks Jerry
A simulator is a parameter-driven simulation that requires no programming. When appropriate, the simulator...
Data Dependent Systems methodology for validation of simulation models illustrated by end-milling
1991,
Pandit S.M.
With the availability of modern engineering workstations, it is important to use more realistic models for...
Optimal clustering: A model and method
1991,
Aronson Jay E.
Classifying items into distinct groupings is fundamental in scientific inquiry. The objective of cluster...
Correspondence analysis as an aid to multicriteria decision making
1991,
Cheung Y.-L.
Correspondence analysis is a relatively little used multivariate statistical technique in the English...
Sensitivity analysis from sample paths using likelihoods
1989,
Heidelberger Philip
The authors modify the likelihood-based method for obtaining derivatives with respect to the rate of a...
Chartwell Books: A case study in mathematical modelling
1990,
Finlay P.N.
A case is described that has been used successfully many times as a vehicle for teaching mathematical...
Does operations research address strategy?
1990,
Kirkwood Craig W.
Several recent comments published by leading operations researchers leave the impression that Operational...
OR-Library: Distributing test problems by electronic mail
1990,
Beasley J.E.
This note presents a system (OR-Library) that distributes test problems by electronic mail (e-mail). This...
Parameter sensitivities, Monte Carlo filtering, and model forecasting under uncertainty
1991,
Rose Kenneth A.
Complex models are often used to make predictions of environmental effects over a broad range of temporal...
A hypergame study of Operation BARBAROSSA
1990,
Hynek P.D.P.
Decision-making in conflict situations is a most perplexing problem. The parties involved have a variety...
From Operational Research OR to knowledge-based systems-An industrial experience
1990,
Walters Helena
This article gives an account of the activities and progress of Operational Research OR within BICC, a...
Information systems strategy formulation in a developing country bank
1990,
Walsham G.
This paper describes a case study of information in a developing country bank over a five-year period. The...
Some comments on chaos and fractals. New tools for technological and social forecasting
1990,
Bhargava Subhash C.
Some comments are made on a recent paper by Gordon and Greenspan. Two interesting variants of the logistic...
Optimal inspection policies where penalty costs are proportional to the duration of the inspection interval containing the failure
1989,
Munford A.G.
Inspection problems arise in connection with systems which are subject to random failure, the nature of...
A new approximation for the inspection period of systems with different failure rates
1990,
Rodrigues Dias J.
Consider a system whose working state is only known if it is inspected. Suppose that each inspection has a...
An optimal vehicle-fleet inspection schedule
1990,
Jardine A.K.S.
The purpose of this paper is to demonstrate how the relation between the mean arrival rate of breakdowns...
Optimal and heuristic solutions to the variable inspection policy problem
1991,
Raz Tzvi
This paper presents optimal and heuristic methods for finding the variable inspection policy that...
The productivity nexus of new inventory and quality control techniques
1989,
Mefford Robert N.
Inventory and quality decisions have traditionally been viewed as tradeoff situations where there are...
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