When, and when not to use warm-up periods in discrete event simulation

Authors:
Winfried K. Grassmann
Affiliations:
University of Saskatchewan, Saskatoon, SK
Venue:
Proceedings of the 2nd International Conference on Simulation Tools and Techniques
Year:
2009

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Abstract

This paper demonstrates, both theoretically and by using numerical examples, that if one has good starting states, one should not use warmup periods in discrete event simulation when estimating equilibrium expectations by means of time averages. The numerical methods used are deterministic, and they are based on randomization or uniformization. We also show that if estimating expectations of sums by simulation, good starting states are sometimes difficult to find and are often inconvenient, which justifies warmup periods.