SCRC 2005 / FIM XII
   Hosted by Auburn University

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Bachhofer-Gupta-Sobel Memorial Symposium on
Ranking and Selection and Multiple Comparison Procedures Methodologies

 
Dave Goldsman is a Professor in the School of Industrial and Systems Engineering at Georgia Tech.  His research is concerned with the application of statistical techniques for use in the analysis of simulation processes. He is particularly interested in combining simulation output analysis with techniques of statistical ranking and selection, and he investigates such questions as: What kind of performance can a practitioner expect from a particular simulated system? Or which of a number of competing systems can be characterized as the ``best''? He has publishes primarily in such archival journals as IIE Transactions, Management
Science, Naval Research Logistics, Operations Research, and Operations Research Letters. Dave is also an active member and participant in INFORMS, IIE, and Winter Simulation Conference activities; in particular, he was the WSC's Program Chair in 1995 and is presently on its Board of Directors.  He was recently Editor for the Simulation Department of IIE Transactions and is currently an Associate Editor for Sequential Analysis.

 

Some Contributions of Ranking and Selection to Computer Simulation
Over the last 30 years, the seminal work of Bechhofer, Gupta, and Sobel (BG S) has led to a array of advances in the field of computer simulation, particularly in the area of simulation output analysis. In this talk, we describe three modern procedures for deciding which of a number of competing simulated systems is the best. These three procedures trace their roots directly to earlier procedures due to BG S. Each of the new procedures takes advantage of certain inherent characteristics of simulation, e.g., the abilities to induce correlation between competing systems, quickly produce and analyze observations sequentially, and efficiently re-sample observations.

 

12th Annual Conference of the Forum for Interdisciplinary Mathematics (FIM XII)