{"id":"https://openalex.org/W2622687685","doi":"https://doi.org/10.1145/2701421","title":"Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs","display_name":"Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs","publication_year":2015,"publication_date":"2015-04-16","ids":{"openalex":"https://openalex.org/W2622687685","doi":"https://doi.org/10.1145/2701421","mag":"2622687685"},"language":"en","primary_location":{"id":"doi:10.1145/2701421","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2701421","pdf_url":null,"source":{"id":"https://openalex.org/S38703467","display_name":"ACM Transactions on Modeling and Computer Simulation","issn_l":"1049-3301","issn":["1049-3301","1558-1195"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5065500905","display_name":"David Love","orcid":null},"institutions":[{"id":"https://openalex.org/I138006243","display_name":"University of Arizona","ror":"https://ror.org/03m2x1q45","country_code":"US","type":"education","lineage":["https://openalex.org/I138006243"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"David Love","raw_affiliation_strings":["University of Arizona"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Arizona","institution_ids":["https://openalex.org/I138006243"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079684901","display_name":"G\u00fczi\u0307n Bayraksan","orcid":"https://orcid.org/0000-0001-5521-1313"},"institutions":[{"id":"https://openalex.org/I52357470","display_name":"The Ohio State University","ror":"https://ror.org/00rs6vg23","country_code":"US","type":"education","lineage":["https://openalex.org/I52357470"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"G\u00fczin Bayraksan","raw_affiliation_strings":["The Ohio State University, Columbus, OH"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The Ohio State University, Columbus, OH","institution_ids":["https://openalex.org/I52357470"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5065500905"],"corresponding_institution_ids":["https://openalex.org/I138006243"],"apc_list":null,"apc_paid":null,"fwci":0.8231,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.81016893,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"25","issue":"3","first_page":"1","last_page":"20"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9894000291824341,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9894000291824341,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9807999730110168,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9757999777793884,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.8607195019721985},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.7130281925201416},{"id":"https://openalex.org/keywords/asymptotically-optimal-algorithm","display_name":"Asymptotically optimal algorithm","score":0.7025103569030762},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.6597077250480652},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5216588973999023},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5130738019943237},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.4830194413661957},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.465317964553833},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.45250144600868225},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.44407737255096436},{"id":"https://openalex.org/keywords/fraction","display_name":"Fraction (chemistry)","score":0.4425002932548523},{"id":"https://openalex.org/keywords/point-estimation","display_name":"Point estimation","score":0.44224128127098083},{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.42481252551078796},{"id":"https://openalex.org/keywords/interval","display_name":"Interval (graph theory)","score":0.4143000543117523},{"id":"https://openalex.org/keywords/sample-size-determination","display_name":"Sample size determination","score":0.4138606786727905},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.29078376293182373},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.2292841672897339},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.12715813517570496}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.8607195019721985},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.7130281925201416},{"id":"https://openalex.org/C181789720","wikidata":"https://www.wikidata.org/wiki/Q4812191","display_name":"Asymptotically optimal algorithm","level":2,"score":0.7025103569030762},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.6597077250480652},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5216588973999023},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5130738019943237},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.4830194413661957},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.465317964553833},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.45250144600868225},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.44407737255096436},{"id":"https://openalex.org/C149629883","wikidata":"https://www.wikidata.org/wiki/Q660926","display_name":"Fraction (chemistry)","level":2,"score":0.4425002932548523},{"id":"https://openalex.org/C41426520","wikidata":"https://www.wikidata.org/wiki/Q1192065","display_name":"Point estimation","level":2,"score":0.44224128127098083},{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.42481252551078796},{"id":"https://openalex.org/C2778067643","wikidata":"https://www.wikidata.org/wiki/Q166507","display_name":"Interval (graph theory)","level":2,"score":0.4143000543117523},{"id":"https://openalex.org/C129848803","wikidata":"https://www.wikidata.org/wiki/Q2564360","display_name":"Sample size determination","level":2,"score":0.4138606786727905},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.29078376293182373},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.2292841672897339},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.12715813517570496},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C178790620","wikidata":"https://www.wikidata.org/wiki/Q11351","display_name":"Organic chemistry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/2701421","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2701421","pdf_url":null,"source":{"id":"https://openalex.org/S38703467","display_name":"ACM Transactions on Modeling and Computer Simulation","issn_l":"1049-3301","issn":["1049-3301","1558-1195"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W163705307","https://openalex.org/W570389583","https://openalex.org/W1601456643","https://openalex.org/W1748390497","https://openalex.org/W1967074858","https://openalex.org/W1983916623","https://openalex.org/W2000953623","https://openalex.org/W2002442523","https://openalex.org/W2004087121","https://openalex.org/W2004433847","https://openalex.org/W2017411673","https://openalex.org/W2064133327","https://openalex.org/W2066537534","https://openalex.org/W2073614412","https://openalex.org/W2076635261","https://openalex.org/W2081299601","https://openalex.org/W2091512600","https://openalex.org/W2094721569","https://openalex.org/W2095595785","https://openalex.org/W2100140125","https://openalex.org/W2106767915","https://openalex.org/W2116731530","https://openalex.org/W2118384986","https://openalex.org/W2121468937","https://openalex.org/W2138011412","https://openalex.org/W2140481308","https://openalex.org/W2155192837","https://openalex.org/W2157550689","https://openalex.org/W2164111648","https://openalex.org/W2304410975","https://openalex.org/W3139875482","https://openalex.org/W4236139273"],"related_works":["https://openalex.org/W2886060011","https://openalex.org/W363903320","https://openalex.org/W2981958474","https://openalex.org/W2313927419","https://openalex.org/W2111181341","https://openalex.org/W2068627676","https://openalex.org/W2034240930","https://openalex.org/W4235061496","https://openalex.org/W3100770245","https://openalex.org/W3093577692"],"abstract_inverted_index":{"Overlapping":[0],"Batch":[1],"Means":[2],"(OBM)":[3],"has":[4],"long":[5],"been":[6],"used":[7,44],"in":[8,135],"simulation":[9],"as":[10],"a":[11,37,98],"method":[12,31,134],"of":[13,39,101,111,130],"reusing":[14],"data":[15],"to":[16,32,84],"generate":[17],"variance":[18,74,102],"estimators":[19,59,67,75],"with":[20],"asymptotically":[21,69,80],"lower":[22,81],"variance.":[23],"In":[24],"this":[25,136],"article,":[26],"we":[27],"apply":[28],"the":[29,40,54,63,72,109,122,126,131],"OBM":[30,73],"stochastic":[33],"programming":[34],"by":[35],"formulating":[36],"variant":[38],"multiple":[41],"replications":[42],"procedure":[43],"for":[45,76],"assessing":[46],"solution":[47],"quality.":[48],"We":[49,94],"give":[50],"conditions":[51],"under":[52],"which":[53],"resulting":[55],"optimality":[56,64,77],"gap":[57,65,78],"point":[58],"are":[60,68,119],"strongly":[61],"consistent,":[62],"interval":[66],"valid,":[70],"and":[71,89,103,125],"have":[79],"variances":[82],"relative":[83],"their":[85],"nonoverlapping":[86],"counterparts":[87],"[Meketon":[88],"Schmeiser":[90],"1984;":[91],"Welch":[92],"1987].":[93],"investigate":[95],"computational":[96,128],"efficiency,":[97],"combined":[99],"measure":[100],"computation":[104],"time,":[105],"providing":[106],"guidelines":[107],"on":[108,115],"degree":[110],"overlap.":[112],"Numerical":[113],"experiments":[114],"several":[116],"test":[117],"problems":[118],"presented,":[120],"examining":[121],"small-sample":[123],"behavior":[124],"empirical":[127],"efficiency":[129],"overlapping":[132],"batches":[133],"context.":[137]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}
