Abstract
This paper gives an overview of those aspects of simulation methodology that are (to some extent) peculiar to the simulation of queueing systems. A generalized semi-Markov process framework for describing queueing systems is used through much of the paper. The main topics covered are: output analysis for simulation of transient and steady-state quantities, variance reduction methods that exploit queueing structure, and gradient estimation methods for performance parameters associated with queueing networks.
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The research of this author was supported by the U.S. Army Research Office under Contract DAAG29-84-K-0030.
The research of this author was supported by the U.S. Army Research Office under Contract DAAG29-84-K-0030 and National Science Foundation Grant DCR-85-09668.
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Glynn, P.W., Iglehart, D.L. Simulation methods for queues: An overview. Queueing Syst 3, 221–255 (1988). https://doi.org/10.1007/BF01161216
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DOI: https://doi.org/10.1007/BF01161216