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Screening and selection procedures with control variates and correlation induction techniques

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  • Shing Chih Tsai
  • Chen Hao Kuo

Abstract

We consider the problem of identifying the simulated system with the best expected performance measure when the number of alternatives is finite and small (often

Suggested Citation

  • Shing Chih Tsai & Chen Hao Kuo, 2012. "Screening and selection procedures with control variates and correlation induction techniques," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(5), pages 340-361, August.
    • Handle: RePEc:wly:navres:v:59:y:2012:i:5:p:340-361
    DOI: 10.1002/nav.21491
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    Cited by:

    1. Shing Chih Tsai & Jun Luo & Chi Ching Sung, 2017. "Combined variance reduction techniques in fully sequential selection procedures," Naval Research Logistics (NRL), John Wiley & Sons, vol. 64(6), pages 502-527, September.

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