Efficient multinomial selection in simulation
Published in Naval Research Logistics (NRL) • Aug 1, 1998
NobleIDNI0P12W47R95S08
Authors:,,
J. O. Miller
Barry L. Nelson
Charles H. Reilly
Abstract
Consider a simulation experiment consisting of v independent vector replications across k systems, where in any given replication one system is selected as the best performer (i.e., it wins). Each system has an unknown constant probability of winning in any replication and the numbers of wins for th...
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