Cyclic regenerative method of simulation

Authors:
Robert G Sargent;J.G Shanthikumar
Affiliations:
Department of Industrial Engineering and Operations Research, Syracuse University, Syracuse, NY 13210, U.S.A.;Systems and Industrial Engineering, University of Arizona, Tucson, AZ 85721, U.S.A.
Venue:
Operations Research Letters
Year:
1982

Citing 2
Cited 1

Principles of Discrete Event Simulation

Principles of Discrete Event Simulation
Introduction to regenerative simulation

IBM Journal of Research and Development

On confidence intervals for cyclic regenerative processes

Operations Research Letters

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Abstract

In this paper we develop a cyclic regenerative method of simulation. As an example of its application, we consider a single server queuing system with N-control policy of Heyman. Numerical results are presented to illustrate the ability of this method to reduce the variance of the estimate over that of the traditional regenerative method of simulation.