IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v35y1989i11p1341-1366.html
   My bibliography  Save this article

Planning Queueing Simulations

Author

Listed:
  • Ward Whitt

    (AT&T Bell Laboratories, Room 2C-178, Murray Hill, New Jersey 07974)

Abstract

Simple heuristic formulas are developed to estimate the simulation run lengths required to achieve desired statistical precision in queueing simulations. The formulas are intended to help in the early planning stages before any data have been collected. The queueing simulations considered are single replications (one long run) conducted to estimate steady-state characteristics such as expected equilibrium queue lengths. The formulas can be applied to design simulation experiments to develop and evaluate queueing approximations. In fact, this work was motivated by efforts to develop approximations for packet communication networks with multiple classes of traffic having different service characteristics and bursty arrival processes. In addition to indicating the approximate simulation run length required in each case of a designed experiment, the formulas can help determine what cases to consider, what statistical precision to aim for, and even whether to conduct the experiment at all. The formulas are based on heavy-traffic limits for queues (the limiting behavior as the traffic intensity approaches its upper limit for stability) and associated diffusion approximations. In particular, the formulas apply to stochastic processes that can be approximated by reflected Brownian motion, such as the queue-length process in the standard GI/G/1 model.

Suggested Citation

  • Ward Whitt, 1989. "Planning Queueing Simulations," Management Science, INFORMS, vol. 35(11), pages 1341-1366, November.
  • Handle: RePEc:inm:ormnsc:v:35:y:1989:i:11:p:1341-1366
    DOI: 10.1287/mnsc.35.11.1341
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/mnsc.35.11.1341
    Download Restriction: no

    File URL: https://libkey.io/10.1287/mnsc.35.11.1341?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:35:y:1989:i:11:p:1341-1366. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.