NDLI: On-line error bounds for steady-state approximations: A potential solution to the initialization bias problem

Content Provider	IEEE Xplore Digital Library
Author	Yucesan, E. Van Wassenhove, L.N. Papanikas, K. van Dijk, N.M.
Copyright Year	2001
Description	Author affiliation: Technol. Manage. Area, INSEAD, Fontainebleau, France (Yucesan, E.)
Abstract	By studying performance measures via reward structures, on-line error bounds are obtained by successive approximation. These bounds indicate when to terminate computation with guaranteed accuracy; hence, they provide insight into steady-state convergence. The method therefore presents a viable alternative to steady-state computer simulation where the output series is typically contaminated with initialization bias whose impact on the output cannot be easily quantified. The method is illustrated on capacitated queueing networks. The results indicate that the method offers a practical tool for numerically approximating performance measures of queueing networks. Results on steady-state convergence further quantify the error involved in analyzing an inherently transient system using a steady-state model.
Starting Page	460
Ending Page	467
File Size	752733
Page Count	8
File Format	PDF
ISBN	0780373073
DOI	10.1109/WSC.2001.977324
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2001-12-09
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Winter Simulation Conf. Board of Dir.
Subject Keyword	Steady-state Pollution measurement Convergence Transient analysis Queueing analysis Time measurement Econometrics Eigenvalues and eigenfunctions Technology management Area measurement
Content Type	Text
Resource Type	Article

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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