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W e consider the problem of efficiently allocating simulation replications in order to maximize the probability of selecting the best design under the scenario in which system performances are sampled in the presence of correlation. In the case of two designs, we are able to derive the optimal allocation exactly, and find that in the presence of positive(More)
In this paper a higher order approximation for single server queues and tandem queueing networks is proposed and studied. Diierent from the most popular two-moment based approximations in the literature, the higher order approximation uses the higher moments of the interarrival and service distributions in evaluating the performance measures for queueing(More)
— We analyze a call center with multiclass calls and dynamic priority service discipline, in which a lower priority customer becomes high priority when its waiting time exceeds a given service level threshold. For each priority queue, the service discipline is first come, first served. Based on a fluid approximation of the system, we apply infinitesimal(More)