Issues on simulation and optimization I: controlled sequential bifurcation: a new factor-screening method for discrete-event simulation

  • Authors:
  • Hong Wan;Bruce Ankenman;Barry L. Nelson

  • Affiliations:
  • Northwestern University, Evanston, IL;Northwestern University, Evanston, IL;Northwestern University, Evanston, IL

  • Venue:
  • Proceedings of the 35th conference on Winter simulation: driving innovation
  • Year:
  • 2003

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Abstract

Screening experiments are performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Sequential bifurcation (SB) is a screening method that is well suited for simulation experiments; the challenge is to prove the "correctness" of the results. This paper proposes Controlled Sequential Bifurcation (CSB), a procedure that incorporates a two-stage hypothesis-testing approach into SB to control error and power. A detailed algorithm is given, performance is proved and an empirical evaluation is presented.