Conservation Equations and Variance Reduction in Queueing Simulations

John S. Carson and Averill M. Law
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John S. Carson: Georgia Institute of Technology, Atlanta, Georgia
Averill M. Law: University of Wisconsin, Madison, Wisconsin

Operations Research, 1980, vol. 28, issue 3-part-i, 535-546

Abstract: We consider the efficient estimation of mean delay in queue, d , mean wait in system, w , time average number in queue, Q , time average number in system, L , and time average amount of work in system, V , for simulated queueing systems. We prove for the regenerative GI / G / s queue that it is more efficient to estimate w , Q , L , and V from an estimate of d than it is to estimate them directly. This generalizes previous results for the M / G /1 queue and also confirms empirical studies on other GI / G / s queues.

Date: 1980
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:28:y:1980:i:3-part-i:p:535-546

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