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We extend the standardized time series area method for constructing confidence intervals for the mean of a stationary stochastic process. The proposed intervals are based on orthonormally weighted standardized time series area variance estimators. The underlying area estimators possess two...
We discuss the choice of the estimation of the optimal solution when random search methods are applied to solve discrete stochastic optimization problems. At the present time, such optimization methods usually estimate the optimal solution using either the feasible solution the method is...
Simulation is an important tool for comparing the performance of several alternative systems. There is therefore significant interest in procedures that efficiently select the best system, where best is defined by the maximum or minimum expected simulation output. In this paper, we examine both...
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