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On the Asymptotic Optimality of the SPT Rule for the Static Flow Shop Average Completion Time Problem
Asymptotic Optimality SPT Rule Static Flow Shop Average Completion Time Problem
2015/7/8
Consider a flow shop with M machines in series, through which a set of jobs are to be processed. All jobs have the same routing, and they have to be processed in the same order on each of the machines...
A Large Deviations View of Asymptotic Efficiency for Simulation Estimators
Large Deviations View Asymptotic Efficiency Simulation Estimators
2015/7/6
Consider a simulation estimator α(c) based on expending c units of computer time, to estimate a quantity α. One measure of efficiency is to attempt to minimize P(|α(c)−α|>ε) for large c. This he...
Asymptotic Robustness of Estimators in Rare-Event Simulation
Asymptotic Robustness Estimators Rare-Event Simulation
2015/7/6
The asymptotic robustness of estimators as a function of a rarity parameter, in the context of rare-event simulation, is often qualified by properties such as bounded relative error (BRE) and logarith...