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Control Variate Models for Estimating Transient Performance Measures in Repairable Item Systems

Author

Listed:
  • Mohamed A. Ahmed

    (Department of Operations Research, The George Washington University, Washington, DC 20052)

  • Donald Gross

    (Department of Operations Research, The George Washington University, Washington, DC 20052)

  • Douglas R. Miller

    (Department of Operations Research and Applied Statistics, George Mason University, Fairfax, Virginia 22030-4444)

Abstract

We develop a new modeling idea for comparing infinite-source, ample-server models (\infty /\infty ) and finite-source, finite-server models (f/f). The comparison provides an efficient estimate of the error when approximating an f/f system with an \infty /\infty system and allows the analytical solution of the \infty /\infty model to be used as a control variate. We show that using \infty /\infty models as control variates for f/f systems can be an effective variance reduction technique for system performance estimates. Using these estimates will allow us to determine more efficiently when \infty /\infty models are good approximations for f/f systems.

Suggested Citation

  • Mohamed A. Ahmed & Donald Gross & Douglas R. Miller, 1992. "Control Variate Models for Estimating Transient Performance Measures in Repairable Item Systems," Management Science, INFORMS, vol. 38(3), pages 388-399, March.
  • Handle: RePEc:inm:ormnsc:v:38:y:1992:i:3:p:388-399
    DOI: 10.1287/mnsc.38.3.388
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    Cited by:

    1. Tew, Jeffrey D., 1995. "Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels," European Journal of Operational Research, Elsevier, vol. 87(2), pages 349-367, December.
    2. Subba Rao, S. & Gunasekaran, A. & Goyal, S. K. & Martikainen, T., 1998. "Waiting line model applications in manufacturing," International Journal of Production Economics, Elsevier, vol. 54(1), pages 1-28, January.

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