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On the efficient generation of discrete event sample paths under different system parameter values

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  • Ho, Yu-Chi
  • Li, Shu
  • Vakili, Pirooz

Abstract

The techniques of perturbation analysis (PA) are generalized from the viewpoint of efficiently generating sample paths of discrete event dynamic systems (DEDS) operating under different parameter values. The central idea, denoted as ‘cut-and-paste’, is simply to utilize one segment of a sample path generated under one parameter as legitimate sample paths of as many different parameter values of the DEDS as possible. Viewed in this light, many new ways to perform discrete event simulation for parametric study appear possible. Both analytical and experimental results are offered to substantiate our case.

Suggested Citation

  • Ho, Yu-Chi & Li, Shu & Vakili, Pirooz, 1988. "On the efficient generation of discrete event sample paths under different system parameter values," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 30(4), pages 347-370.
    • Handle: RePEc:eee:matcom:v:30:y:1988:i:4:p:347-370
    DOI: 10.1016/S0378-4754(98)90005-2
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    References listed on IDEAS

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    1. Rubinstein, Reuven Y., 1986. "The score function approach for sensitivity analysis of computer simulation models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 28(5), pages 351-379.
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    1. Ho, Yu-Chi & Cassandras, C.G. & Makhlouf, M., 1993. "Parallel simulation of real-time systems via the Standard Clock approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 35(1), pages 33-41.

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