CONCOMITANT CONTROL VARIABLES APPLIED TO THE REGENERATIVE SIMULATION OF QUEUING SYSTEMS

Investigation of using multiple concomitant control variables to reduce the width of confidence intervals when estimating steady-state response variables via the regenerative method of simulation. A concomitant control variable is an estimator of a known quantity, defined with respect to the system being simulated, that is believed to be correlated with the response variable estimator. Examples are given of such control variables for two regenerative queuing systems, the stable GI/G/1 queue and a closed queuing system. An estimator that uses multiple control variables involves unknown coefficients; one wishes to choose these coefficients to minimize the variance of the estimator.