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

We develop a new modeling idea for comparing infinite-source, ample-server models (∞/∞) 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 ∞/∞ system and allows the analytical solution of the ∞/∞ model to be used as a control variate. We show that using ∞/∞ 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 ∞/∞ models are good approximations for f/f systems.

• 저널Management Science · 38(3) · 388–399
• 토픽Advanced Queuing Theory Analysis · Management Information Systems
• DOI10.1287/mnsc.38.3.388
• 저자Mohamed Ahmed, Donald Gross, Douglas R. Miller