External control variance reduction for nonstationary simulation


A statistically efficient method for performing simulation experimentation of nonstationary queueing models is outlined. The method utilizes a nonstationary queueing approximation as an external control variate system. A simple nonstationary tandem queueing model serves as an example of this variance reduction method.

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@inproceedings{Taaffe1983ExternalCV, title={External control variance reduction for nonstationary simulation}, author={Michael R. Taaffe and Sheryl A. Horn}, booktitle={Winter Simulation Conference}, year={1983} }