Concurrent estimation

From HandWiki

In discrete event simulation concurrent estimation is a technique used to estimate the effect of alternate parameter settings on a discrete event system. For example from observation of a (computer simulated) telecommunications system with a specified buffer size [math]\displaystyle{ B_0 }[/math], one estimates what the performance would be if the buffer size had been set to the alternate values [math]\displaystyle{ B_1,\ldots,B_n }[/math]. Effectively the technique generates (during a single simulation run) [math]\displaystyle{ n }[/math] alternative histories for the system state variables, which have the same probability of occurring as the main simulated state path; this results in a computational saving as compared to running [math]\displaystyle{ n }[/math] additional simulations, one for each alternative parameter value. The technique was developed by Cassandras,[1] Strickland and Panayiotou.[2]

References

  • Cassandras, C.G.; Lafortune, S. (2008). Introduction to Discrete Event Systems. Springer. ISBN 978-0-387-33332-8.