Monte Carlo optimization, simulation, and sensitivity of queueing networks
Monte Carlo optimization, simulation, and sensitivity of queueing networks
Simterpolations: estimating an entire queueing function from a single sample path
WSC '87 Proceedings of the 19th conference on Winter simulation
Likelilood ratio gradient estimation: an overview
WSC '87 Proceedings of the 19th conference on Winter simulation
Brief paper: Infinitesimal and finite perturbation analysis for queueing networks
Automatica (Journal of IFAC)
Sensitivity analysis and the “what if” problem in simulation analysis
Mathematical and Computer Modelling: An International Journal
Hi-index | 0.98 |
The simulation models are often subject to errors caused by the estimated parameter(s) of underlying input distribution function. ''What-if'' analysis is needed to establish confidence with respect to small changes in the parameters of the input distributions. However traditional ''what-if'' analysis requires a separate simulation run for each input value. Four different methods for estimating performance function for several scenarios using extrapolation/interpolation are presented. By simulating a simple reliability model a comparative experimental study on the efficiency of the these methods is provided.