Analysis of Parallel Replicated Simulations Under a Completion Time Constraint

@article{Glynn1991AnalysisOP,
  title={Analysis of Parallel Replicated Simulations Under a Completion Time Constraint},
  author={Peter W. Glynn and Philip Heidelberger},
  journal={ACM Trans. Model. Comput. Simul.},
  year={1991},
  volume={1},
  pages={3-23}
}
We analyze properties associated with a simple yet effective way to exploit parallel processors in discrete event simulations: averaging the results of multiple, independent replications that are run, in parallel, on multiple processors. We focus on estimating expectations from terminating simulations, or steady state parameters from regenerative simulations. We assume that there is a CPU time constraint, t, on each of P processors. Unless the replication lengths are bounded, one must be… CONTINUE READING
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