Statistical Results on Control Variables with Application to Queueing Network Simulation

Stephen S. Lavenberg, Thomas L. Moeller and Peter D. Welch
Additional contact information
Stephen S. Lavenberg: IBM Thomas J. Watson Research Center, Yorktown Heights, New York
Thomas L. Moeller: The Aerospace Corporation, El Segundo, California
Peter D. Welch: IBM Thomas J. Watson Research Center, Yorktown Heights, New York

Operations Research, 1982, vol. 30, issue 1, 182-202

Abstract: The development and application of control variables for variance reduction in the simulation of a wide class of closed queueing networks is discussed. These networks allow multiple types of customers, priorities and blocking. Alternative methods of generating confidence intervals from independent replications of a simulation are investigated. A result is given which quantifies the loss in variance reduction caused by the estimation of the optimum control coefficients. This loss is an increasing function of the number of control variables. Good variance reduction is obtained providing that the number of control variables remains small.

Keywords: 694 simulation of closed queueing networks; 700 variance reduction in queueing network simulation; 767 statistical results on control variables (search for similar items in EconPapers)
Date: 1982
References: Add references at CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.30.1.182 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:30:y:1982:i:1:p:182-202

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().