Fundamentals of queueing theory (2nd ed.).
Fundamentals of queueing theory (2nd ed.).
The score function approach for sensitivity analysis of computer simulation models
Mathematics and Computers in Simulation
Sensitivity analysis via likelihood ratios
WSC '86 Proceedings of the 18th conference on Winter simulation
WSC '86 Proceedings of the 18th conference on Winter simulation
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Theory, Volume 1, Queueing Systems
Theory, Volume 1, Queueing Systems
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We previously developed a new modeling idea for comparing infinite-source, ample-server models (∞/∞) and finite-source, finite-server models (f/f). The comparison provides an efficient estimate of the error when approximating an f/f system with an ∞/∞ system and allows the analytical solution of the ∞/∞ model to be used as a control variate. We show that using ∞/∞ models as control variates for f/f systems can be an effective variance reduction technique for sensitivity estimates (gradients, Hessians). We also compare this to a method using concomitant control variates for the sensitivity estimates. Using these sensitivity estimates we will be able to determine more efficiently when ∞/∞ models are good approximations for f/f systems.