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 (infinity/infinity) 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 infinity/infinity system and allows the analytical solution of the infinity/infinity model to be used as a control variate. We show that using infinity/infinity 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 infinity/infinity models are good approximations for f/f systems.