Using common random numbers (CRN) in simulation experiment design is known to reduce the variance of estimators of …, specifically multiple comparisons with the best. These models explain the effect of CRN via a linear regression of the simulation … output on "control variates" that are functions of the simulation inputs. We establish theoretically, and illustrate …

Simple heuristic formulas are developed to estimate the simulation run lengths required to achieve desired statistical …-state characteristics such as expected equilibrium queue lengths. The formulas can be applied to design simulation experiments to develop … addition to indicating the approximate simulation run length required in each case of a designed experiment, the formulas can …

worsened. To explore the apparent paradox we develop a detailed simulation model of Analog, including operations, financial and …

We use heavy-traffic limits and computer simulation to study the performance of alternative real-time delay estimators …

Some theoretical and practical aspects antithetic and common random numbers for variance reduction in simulation of …

point process for simulation by inversion. …

For the multi-machine job shop scheduling problem, a conceptually simple simulation-based procedure (first proposed by …

marine reserves, called plans. Once multiple plans are proposed, a simulation model is used to assess the effects of reserve …