Final rept. 1 Apr 88-31 Mar 91,
STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH
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The main thrust of this research has been in developing new statistical methods for analyzing the output from computer simulations. The technical work can be divided into three areas simulation output analysis, variance reduction, stochastic optimization, and generalized semiMarkov processes. Below we mention some of the most important results in each area.
- Computer Programming and Software