Computing transient performance measures for the M/M/1 queue

OR Spectrum ◽  
1995 ◽  
Vol 17 (1) ◽  
pp. 19-22 ◽  
Author(s):  
M. C. T. van de Coevering
Keyword(s):  
Performance Measures ◽  
Transient Performance

Control Variate Models for Estimating Transient Performance Measures in Repairable Item Systems

1992 ◽  
Vol 38 (3) ◽  
pp. 388-399 ◽  
Author(s):  
Mohamed A. Ahmed ◽  
Donald Gross ◽  
Douglas R. Miller
Keyword(s):  
Performance Measures ◽  
Transient Performance ◽  
Control Variate

TRANSIENT SIMULATION VIA EMPIRICALLY BASED COUPLING

1999 ◽  
Vol 13 (2) ◽  
pp. 147-167 ◽  
Author(s):  
Eugene W. Wong ◽  
Peter W. Glynn ◽  
Donald L. Iglehart
Keyword(s):  
Steady State ◽  
Confidence Interval ◽  
Stationary Distribution ◽  
Performance Measures ◽  
Empirical Data ◽  
Transient Simulation ◽  
Transient Performance ◽  
Steady State Simulation

In this paper we consider the use of coupling ideas in efficiently computing a certain class of transient performance measures. Specifically, we consider the setting in which the stationary distribution is unknown, and for which no exact means of generating stationary versions of the process is known. In this context, we can approximate the stationary distribution from empirical data obtained from a first-stage steady-state simulation. This empirical approximation is then used in place of the stationary distribution in implementing our coupling-based estimator. In addition to the empirically based coupling estimator itself, we also develop an associated confidence interval procedure.

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