Xie, Jing; Frazier, Peter I.; Chick, Stephen E. Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs. (English) Zbl 1342.90107 Oper. Res. 64, No. 2, 542-559 (2016). MSC: 90C10 PDF BibTeX XML Cite \textit{J. Xie} et al., Oper. Res. 64, No. 2, 542--559 (2016; Zbl 1342.90107) Full Text: DOI
Peng, J.; Lee, L. H.; Ng, S. H. Two-stage computing budget allocation approach for the response surface method. (English) Zbl 1146.91342 Int. Trans. Oper. Res. 14, No. 6, 457-473 (2007). MSC: 91B60 62K20 62P20 PDF BibTeX XML Cite \textit{J. Peng} et al., Int. Trans. Oper. Res. 14, No. 6, 457--473 (2007; Zbl 1146.91342) Full Text: DOI
Nakayama, Marvin K. Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations. (English) Zbl 1128.62082 Eur. J. Oper. Res. 182, No. 3, 1330-1349 (2007). MSC: 62J15 62M99 62F25 60F17 65C60 PDF BibTeX XML Cite \textit{M. K. Nakayama}, Eur. J. Oper. Res. 182, No. 3, 1330--1349 (2007; Zbl 1128.62082) Full Text: DOI
Kleijnen, Jack P. C. An overview of the design and analysis of simulation experiments for sensitivity analysis. (English) Zbl 1068.90104 Eur. J. Oper. Res. 164, No. 2, 287-300 (2005). MSC: 90C31 91B30 PDF BibTeX XML Cite \textit{J. P. C. Kleijnen}, Eur. J. Oper. Res. 164, No. 2, 287--300 (2005; Zbl 1068.90104) Full Text: DOI
Safizadeh, M. Hossein Minimizing the bias and variance of the gradient estimate in RSM simulation studies. (English) Zbl 1089.62514 Eur. J. Oper. Res. 136, No. 1, 121-135 (2002). MSC: 62K20 65C60 PDF BibTeX XML Cite \textit{M. H. Safizadeh}, Eur. J. Oper. Res. 136, No. 1, 121--135 (2002; Zbl 1089.62514) Full Text: DOI
Crawford, J. W.; Gallwey, T. J. Bias and variance reduction in computer simulation studies. (English) Zbl 0968.62034 Eur. J. Oper. Res. 124, No. 3, 571-590 (2000). MSC: 62F25 65C99 90B22 PDF BibTeX XML Cite \textit{J. W. Crawford} and \textit{T. J. Gallwey}, Eur. J. Oper. Res. 124, No. 3, 571--590 (2000; Zbl 0968.62034) Full Text: DOI
Nakayama, Marvin K. Multiple comparisons with the best using common random numbers for steady-state simulations. (English) Zbl 0966.68221 J. Stat. Plann. Inference 85, No. 1-2, 37-48 (2000). MSC: 68U20 62J15 65C05 62M10 60F17 PDF BibTeX XML Cite \textit{M. K. Nakayama}, J. Stat. Plann. Inference 85, No. 1--2, 37--48 (2000; Zbl 0966.68221) Full Text: DOI
Song, Wheyming Tina; Su, Chien-Chou A three-class variance swapping technique for simulation experiments. (English) Zbl 0960.62082 Oper. Res. Lett. 23, No. 1-2, 63-70 (1998). MSC: 62K15 65C20 PDF BibTeX XML Cite \textit{W. T. Song} and \textit{C.-C. Su}, Oper. Res. Lett. 23, No. 1--2, 63--70 (1998; Zbl 0960.62082) Full Text: DOI
Shih, Neng-Hui; Song, Wheyming Tina Correlation-inducing variance reduction in regenerative simulation. (English) Zbl 0872.65123 Oper. Res. Lett. 19, No. 1, 17-23 (1996). Reviewer: J.Antoch (Praha) MSC: 65C99 62F10 62J10 PDF BibTeX XML Cite \textit{N.-H. Shih} and \textit{W. T. Song}, Oper. Res. Lett. 19, No. 1, 17--23 (1996; Zbl 0872.65123) Full Text: DOI
Joshi, Shirish; Tew, Jeffrey D. Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments. (English) Zbl 0900.62662 Eur. J. Oper. Res. 85, No. 1, 205-220 (1995). MSC: 62P99 65C10 65C20 PDF BibTeX XML Cite \textit{S. Joshi} and \textit{J. D. Tew}, Eur. J. Oper. Res. 85, No. 1, 205--220 (1995; Zbl 0900.62662) Full Text: DOI
Tew, Jeffrey D. Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels. (English) Zbl 0915.65150 Eur. J. Oper. Res. 87, No. 2, 349-367 (1995). MSC: 65C99 62J05 62J10 PDF BibTeX XML Cite \textit{J. D. Tew}, Eur. J. Oper. Res. 87, No. 2, 349--367 (1995; Zbl 0915.65150) Full Text: DOI
Janssens, Gerrit K.; Deceuninck, Wim; Van Breedam, Alex Opportunities of robust regression for variance reduction in discrete event simulation. (English) Zbl 0847.62060 J. Comput. Appl. Math. 64, No. 1-2, 163-176 (1995). MSC: 62J99 65C20 62-04 62N99 62P99 PDF BibTeX XML Cite \textit{G. K. Janssens} et al., J. Comput. Appl. Math. 64, No. 1--2, 163--176 (1995; Zbl 0847.62060) Full Text: DOI
Kwon, Chimyung; Tew, Jeffrey D. Combined correlation methods for metamodel estimation in multipopulation simulation experiments. (English) Zbl 0834.62071 J. Stat. Comput. Simulation 49, No. 1-2, 49-75 (1994). MSC: 62K99 65C05 PDF BibTeX XML Cite \textit{C. Kwon} and \textit{J. D. Tew}, J. Stat. Comput. Simulation 49, No. 1--2, 49--75 (1994; Zbl 0834.62071) Full Text: DOI
Sloan, Brian J.; Unwin, Antony R. Common random numbers in multivariate simulations. (English) Zbl 0719.65099 Eur. J. Oper. Res. 48, No. 2, 252-259 (1990). Reviewer: A.Donescu (Bucureşti) MSC: 65C99 65C10 62F25 62J10 PDF BibTeX XML Cite \textit{B. J. Sloan} and \textit{A. R. Unwin}, Eur. J. Oper. Res. 48, No. 2, 252--259 (1990; Zbl 0719.65099) Full Text: DOI
Eddy, William F. Random number generators for parallel processors. (English) Zbl 0703.65007 J. Comput. Appl. Math. 31, No. 1, 63-71 (1990). Reviewer: S.Loukas MSC: 65C10 65Y05 PDF BibTeX XML Cite \textit{W. F. Eddy}, J. Comput. Appl. Math. 31, No. 1, 63--71 (1990; Zbl 0703.65007) Full Text: DOI
Swain, James J.; Schmeiser, Bruce W. Control variates for Monte Carlo analysis of nonlinear statistical models. I: Overview. (English) Zbl 0695.62150 Commun. Stat., Simulation Comput. 18, No. 3, 1011-1036 (1989). MSC: 62J02 65C05 PDF BibTeX XML Cite \textit{J. J. Swain} and \textit{B. W. Schmeiser}, Commun. Stat., Simulation Comput. 18, No. 3, 1011--1036 (1989; Zbl 0695.62150) Full Text: DOI
Ripley, B. D. Simulation methodology - an introduction for queueing theorists. (English) Zbl 0665.65100 Queueing Syst. 3, No. 3, 201-220 (1988). Reviewer: S.V.Stefănescu MSC: 65C99 62M10 60K25 65C05 PDF BibTeX XML Cite \textit{B. D. Ripley}, Queueing Syst. 3, No. 3, 201--220 (1988; Zbl 0665.65100) Full Text: DOI
Ripley, B. D. Uses and abuses of statistical simulation. (English) Zbl 0646.65003 Math. Program., Ser. B 42, No. 1, 53-68 (1988). Reviewer: Minh Do Le MSC: 65C20 65C99 65C10 60K25 62F10 PDF BibTeX XML Cite \textit{B. D. Ripley}, Math. Program. 42, No. 1 (B), 53--68 (1988; Zbl 0646.65003) Full Text: DOI
Nelson, Barry L. A perspective on variance reduction in dynamic simulation experiments. (English) Zbl 0627.65149 Commun. Stat., Simulation Comput. 16, 385-426 (1987). Reviewer: G.Jumarie MSC: 65C99 62K05 62J10 PDF BibTeX XML Cite \textit{B. L. Nelson}, Commun. Stat., Simulation Comput. 16, 385--426 (1987; Zbl 0627.65149) Full Text: DOI
Gal, S.; Rubinstein, R. Y.; Ziv, A. On the optimality and efficiency of common random numbers. (English) Zbl 0547.65100 Math. Comput. Simulation 26, 502-512 (1984). MSC: 65C99 65C10 62L20 PDF BibTeX XML Cite \textit{S. Gal} et al., Math. Comput. Simul. 26, 502--512 (1984; Zbl 0547.65100) Full Text: DOI