Simulation Modeling and Analysis
Simulation Modeling and Analysis
A survey of current methods for the elimination of initialization bias in digital simulation
ANSS '87 Proceedings of the 20th annual symposium on Simulation
Steady-state simulation of queueing processes: survey of problems and solutions
ACM Computing Surveys (CSUR)
WSC '85 Proceedings of the 17th conference on Winter simulation
On an initial transient deletion rule with rigorous theoretical support
Proceedings of the 38th conference on Winter simulation
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We introduce a truncation algorithm to reduce the effects of initialization bias on Monte-Carlo simulations of stationary Markovian queueing systems. The heuristic is based on the estimated relaxation time of the underlying model and implementation requires no preliminary test runs or parameter selection. Computational results are presented for M/M/1 systems in which performance of the relaxation time method is compared with other truncation rules.