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

• Christos Alexopoulos

  Christos Alexopoulos

  H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332;

  Search for more papers by this author

  ,
• David Goldsman

  David Goldsman

  H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332;

  Search for more papers by this author

  ,
• Anup C. Mokashi

  Corresponding Author

  Anup C. Mokashi

  SAS Institute, Cary, North Carolina 27513;

  Search for more papers by this author

  ,
• Kai-Wen Tien

  Kai-Wen Tien

  Harold and Inge Marcus Department of Industrial and Manufacturing Engineering, Pennsylvania State University, University Park, Pennsylvania 16802;

  Search for more papers by this author

  ,
• James R. Wilson

  Corresponding Author

  James R. Wilson

  http://orcid.org/0000-0002-6255-4485

  Edward P. Fitts Department of Industrial and Systems Engineering, North Carolina State University, Raleigh, North Carolina 27695

  Search for more papers by this author