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Controlled Sequential Bifurcation: A New Factor-Screening Method for Discrete-Event Simulation

Hong Wan (), Bruce E. Ankenman () and Barry L. Nelson ()
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Hong Wan: School of Industrial Engineering, Purdue University, West Lafayette, Indiana 47907-2023
Bruce E. Ankenman: Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208-3119
Barry L. Nelson: Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208-3119

Operations Research, 2006, vol. 54, issue 4, 743-755

Abstract: Screening experiments are performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Sequential bifurcation (SB) is a recent screening method that is well suited for simulation experiments; the challenge is to prove the “correctness” of the results. This paper proposes controlled sequential bifurcation, a procedure that incorporates a hypothesis-testing approach into SB to control error and power. A detailed algorithm is given, conditions that guarantee performance are provided, and an empirical evaluation is presented.

Keywords: simulation: design of experiments; statistical analysis; factor screening; sequential bifurcation (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (21)

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