Resource Allocation Among Simulation Time Steps
نویسندگان
چکیده
منابع مشابه
Resource Allocation Among Simulation Time Steps
Motivated by the problem of efficient estimation of expected cumulative rewards or cashflows, this paper proposes and analyzes a variance reduction technique for estimating the expectation of the sum of sequentially simulated random variables. In some applications, simulation effort is of greater value when applied to early time steps rather than shared equally among all time steps; this occurs...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2003
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.51.6.908.24922