Conservation equations and variance reduction in queueing simulations

Authors:
John S. Carson;Averill M. Law
Affiliations:
-;-
Venue:
WSC '77 Proceedings of the 9th conference on Winter simulation - Volume 1
Year:
1977

Citing 1
Cited 1

Simulating Stable Stochastic Systems, I: General Multiserver Queues

Journal of the ACM (JACM)

A decomposition approach to variance reduction

WSC '85 Proceedings of the 17th conference on Winter simulation

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Abstract

We consider the efficient estimation of mean delay in queue, d, mean wait in system, w, time average number in queue, Q, and time average number in system, L, for simulated queueing systems. We prove for the GI/G/s queue that it is more efficient to estimate w, Q, and L from an estimate of d than it is to estimate them directly. This generalizes previous results for the M/G/l queue and also confirms empirical studies on other GI/G/s queues.