Improved Design of Queueing Simulation Experiments with Highly Heteroscedastic Responses

DOI10.1287/OPRE.47.5.762MaRDI QIDQ4950822zbMATH OpenOpenAlexFDO

Authors Russell C. H. Cheng, Jack P. C. Kleijnen

Publication date 27 April 2000

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/28c02ef1ffa534f32b751ba0f892d698df6ad64b

zbMATH Keywords

queueingregression metamodel

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Queues and service in operations research (90B22)

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Cited in

(23)

• Optimal design of measurements on queueing systems
• Simulation methods of queues: An overview
• Optimal allocation of runs in a simulation metamodel with several independent variables
• Estimation and monitoring of traffic intensities with application to control of stochastic systems
• Transaction tagging in highly congested queueing simulations
• Robust design of server capability in M/M/1 queues with both partly random arrival and service rates
• Analysis of event-based, single-server nonstationary simulation responses using classical time-series models
• Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
• Planning Queueing Simulations
• Queueing Simulation in Heavy Traffic
• Making efficient simulation experiments interactively with a desktop simulation package
• Simulation-based transfer function modeling for transient analysis of general queueing systems
• Reducing and Calibrating for Input Model Bias in Computer Simulation
• Using subsystem linear regression metamodels in stochastic simulation
• An overview of the design and analysis of simulation experiments for sensitivity analysis
• How hard are steady-state queueing simulations?
• Simulation run lengths to estimate blocking probabilities
• The use of simulation in discrete-event dynamic systems design
• Computer experiments: a review
• Efficient generation of cycle time-throughput curves through simulation and metamodeling
• Optimal design of experiments with simulation models of nearly saturated queues
• Simulation methodology - an introduction for queueing theorists
• Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables

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