Variance Reduction in Simulations of Loss Models
نویسندگان
چکیده
منابع مشابه
VARIANCE REDUCTION IN SIMULATIONS OF LOSS MODELS by
We propose a new estimator of steady-state blocking probabilities for simulations of stochastic loss models that can be much more efficient than the natural estimator (ratio of losses to arrivals). The proposed estimator is a convex combination of the natural estimator and an indirect estimator based on the average number of customers in service, obtained from Little’s law (L = λW ). It exploit...
متن کاملVariance Reduction in Simulationsof Loss
We propose a new estimator of steady-state blocking probabilities for simulations of stochastic loss models that can be much more e cient than the natural estimator (ratio of losses to arrivals). The proposed estimator is a convex combination of the natural estimator and an indirect estimator based on the average number of customers in service, obtained from Little's law (L = W ), which exploit...
متن کاملsynthesis of 3-aryl-2h-benzo[b]-1,4-oxazines in [omim]bf4 and reduction of organic compounds in methylimidazolium formate
در این پروژه ترکیبات 3-آریل-2h-بنزو[b]-4،1-اکسازین ها از مواد اولیه تجاری مشتقات دو آمینو فنول و ?-هالو کتون های آروماتیک در مایع یونی 1-اکتیل-3-متیل ایمیدازولیوم تترا فلورو بورات([omim]bf4) سنتز شده است. این واکنش توسط باز پتاسیم کربنات محلول از طریق o-آلکیلاسیون و سپس یک واکنش آمیداسیون درون مولکولی خود بخود در مدت زمان کوتاه انجام می شود. ترکیبات 4،1-بنزوکسازین به این روش با بهره خوب تا آلی ...
15 صفحه اولPortfolio performance evaluation in modified mean-variance models
The present study is an attempt toward evaluating the performance of portfolios and assets selecting using modified mean-variance models by utilizing a non-parametric efficiency analysis tool, namely Data Envelopment Analysis (DEA). Huge amounts of money are being invested in financial market. As a result, portfolio performance evaluation has created a great deal of interest among people. We kn...
متن کاملOptimal Placement of DGs in Distribution System including Different Load Models for Loss Reduction using Genetic Algorithm
Distributed generation (DG) sources are becoming more prominent in distribution systems due to the incremental demands for electrical energy. Locations and capacities of DG sources have great impacts on the system losses in a distribution network. This paper presents a study aimed for optimally determining the size and location of distributed generation units in distribution systems with differ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Operations Research
سال: 1999
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.47.4.509