Conservation Equations and Variance Reduction in Queueing Simulations

DOI10.1287/OPRE.28.3.535MaRDI QIDQ3880063zbMATH OpenOpenAlexFDO

Authors John S. Carson, Averill M. Law

Publication date 1980

Published in Operations Research (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/4434

zbMATH Keywords

estimation of mean delay in queuequeueing simulationsvariance reduction

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cited in

(9)

• The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
• The transient behaviour of the \(M/E_ k/2\) queue and steady-state simulation
• A distributional form of Little's law
• Simulation methodology - an introduction for queueing theorists
• A central-limit-theorem version of L= W
• A survey of parameter and state estimation in queues
• Tutorial
• A perspective on variance reduction in dynamic simulation experiments
• A review of L= W and extensions

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