Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10005253588
This paper contains numerous extensions and refinements to event graphs which were recently introduced by Schruben for simulation modelling. These new results are integrated with Schruben's work to present a complete description of event graphs and their analysis. A (simple) flexible...
Persistent link: https://www.econbiz.de/10009214222
In this paper a numerical method is presented to obtain the equilibrium results of the multiple finite source queueing model having a single server using a nonpreemptive fixed priority service discipline and where each class of customers has a different exponential interarrival density function...
Persistent link: https://www.econbiz.de/10009214403
Asymptotic confidence interval estimators of the variance parameter \sigma <sup>2</sup> = lim<sub>n - \infty </sub> n Var((1/n) \sum <sup>n</sup><sub>i = 1</sub> X<sub>i</sub>) are described in this paper for observations X<sub>1</sub>, X<sub>2</sub>,...,X<sub>n</sub> from a strictly stationary phi-mixing stochastic process. They are based on asymptotic properties of the...
Persistent link: https://www.econbiz.de/10009218283
This paper develops a linear periodic review inventory model in which the reorder rule is an extension of the "order up to S" or (S, T) policy where S varies as a general linear function of demand and net inventory. Stationary and non-stationary demand processes are considered. Lead time is...
Persistent link: https://www.econbiz.de/10009190253
This paper presents an examination of certain issues in Frequency Domain Experimentation (FDE) for discrete event simulation. Experimental results are presented to demonstrate that (i) conclusions drawn from FDE are dependent on the oscillation frequency and unless frequencies are chosen...
Persistent link: https://www.econbiz.de/10009191165