Control Variate Models for Estimating Transient Performance Measures in Repairable Item Systems

Mohamed A. Ahmed, Donald Gross and Douglas R. Miller
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Mohamed A. Ahmed: Department of Operations Research, The George Washington University, Washington, DC 20052
Donald Gross: Department of Operations Research, The George Washington University, Washington, DC 20052
Douglas R. Miller: Department of Operations Research and Applied Statistics, George Mason University, Fairfax, Virginia 22030-4444

Management Science, 1992, vol. 38, issue 3, 388-399

Abstract: We develop a new modeling idea for comparing infinite-source, ample-server models (\infty /\infty ) and finite-source, finite-server models (f/f). The comparison provides an efficient estimate of the error when approximating an f/f system with an \infty /\infty system and allows the analytical solution of the \infty /\infty model to be used as a control variate. We show that using \infty /\infty models as control variates for f/f systems can be an effective variance reduction technique for system performance estimates. Using these estimates will allow us to determine more efficiently when \infty /\infty models are good approximations for f/f systems.

Keywords: control variates; dyna-metric; machine repair problem; M/G/\infty queues; simulation; variance reduction techniques; reparable item inventory systems (search for similar items in EconPapers)
Date: 1992
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