External control variance reduction for nonstationary simulation

Authors:
Michael R. Taaffe;Sheryl A. Horn
Affiliations:
School of Industrial Engineering, Purdue University, West Lafayette, Indiana;School of Industrial Engineering, Purdue University, West Lafayette, Indiana
Venue:
WSC '83 Proceedings of the 15th conference on Winter simulation - Volume 1
Year:
1983

Citing 2
Cited 4

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Abstract

A statistically efficient method for performing simulation experimentation of nonstationary queueing models is outlined. The method utilizes a nonstationary queueing approximation as an external control variate system. A simple nonstationary tandem queueing model serves as an example of this variance reduction method.