Infinite-source, ample-server control variate models for fininte-source, finite-server repairable item systems

Authors:
Mohamed A. Ahmed;Douglas R. Miller
Affiliations:
Department of Operations Research, School of Engineering and Applied Science, The George Washington University, Washington, D.C.;Department of Operations Research, School of Engineering and Applied Science, The George Washington University, Washington, D.C.
Venue:
WSC '86 Proceedings of the 18th conference on Winter simulation
Year:
1986

Citing 3
Cited 1

Fundamentals of queueing theory (2nd ed.).

Fundamentals of queueing theory (2nd ed.).
Simulation Modeling and Analysis

Simulation Modeling and Analysis
Theory, Volume 1, Queueing Systems

Theory, Volume 1, Queueing Systems

Control variate models for sensitivity estimates of repairable item systems

WSC '87 Proceedings of the 19th conference on Winter simulation

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Abstract

A new modeling idea for comparing infinite-source, ample-server models (∞/∞) and finite-source, finite-server models (f/f) is considered. This comparison provides an estimate of the error when approximating an f/f system with an ∞/∞ system, and allows analytical solutions of the ∞/∞ model to be used as control variates. This approach is applied to estimate the difference in performance between an M/G/∞ queueing system (∞/∞) and the classical machine repair problem (f/f) and the difference in performance between infinite-source, ample-server multiechelon repairable item inventory systems and finite-source, finite-server multiechelon systems. Using an ∞/∞ model as a control variate is shown to be an effective variance reduction technique for estimating the performance of many f/f systems.