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Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations

Christos Alexopoulos, David Goldsman, Anup C. Mokashi, Kai-Wen Tien, James R. Wilson. Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations. Operations Research, 67(4):1162-1183, 2019. [doi]

Authors

Christos Alexopoulos

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David Goldsman

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Anup C. Mokashi

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Kai-Wen Tien

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James R. Wilson

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