Time-dependent queueing network approximations as simulation external control variates
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Publication:1342088
DOI10.1016/0167-6377(94)90015-9zbMath0815.90075OpenAlexW2067209310MaRDI QIDQ1342088
Michael R. Taaffe, Bruce W. Schmeiser
Publication date: 13 February 1995
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(94)90015-9
variance reductiontime-dependent queueshybrid simulationmean-squared-error optimal control variatesqueueing approximation
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)
Related Items (3)
Approximation-assisted point estimation ⋮ The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling ⋮ Decomposition approximations for time-dependent Markovian queueing networks
Cites Work
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- Approximating nonstationary two-priority non-preemptive queueing systems
- A Closure Approximation for the Nonstationary M/M/s Queue
- A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
- Statistical Results on Control Variables with Application to Queueing Network Simulation
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