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Conservation Equations and Variance Reduction in Queueing Simulations

Author

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  • John S. Carson

    (Georgia Institute of Technology, Atlanta, Georgia)

  • Averill M. Law

    (University of Wisconsin, Madison, Wisconsin)

Abstract

We consider the efficient estimation of mean delay in queue, d , mean wait in system, w , time average number in queue, Q , time average number in system, L , and time average amount of work in system, V , for simulated queueing systems. We prove for the regenerative GI / G / s queue that it is more efficient to estimate w , Q , L , and V from an estimate of d than it is to estimate them directly. This generalizes previous results for the M / G /1 queue and also confirms empirical studies on other GI / G / s queues.

Suggested Citation

  • John S. Carson & Averill M. Law, 1980. "Conservation Equations and Variance Reduction in Queueing Simulations," Operations Research, INFORMS, vol. 28(3-part-i), pages 535-546, June.
    • Handle: RePEc:inm:oropre:v:28:y:1980:i:3-part-i:p:535-546
    DOI: 10.1287/opre.28.3.535
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    Cited by:

    1. Rayadurgam Srikant & Ward Whitt, 1999. "Variance Reduction in Simulations of Loss Models," Operations Research, INFORMS, vol. 47(4), pages 509-523, August.
    2. Azam Asanjarani & Yoni Nazarathy & Peter Taylor, 2021. "A survey of parameter and state estimation in queues," Queueing Systems: Theory and Applications, Springer, vol. 97(1), pages 39-80, February.

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