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Can the Regenerative Method be Applied to Discrete-Event Simulations?
Regenerative Method Applied Discrete-Event Simulations
2015/7/8
The regenerative method enjoys asymptotic properties that make it a highly desirable approach for steady-state simulation output analysis. It has been shown that virtually all discrete-event simulatio...
Importance Sampling Using the Semi-Regenerative Method
Importance Sampling Semi-Regenerative Method
2015/7/8
We discuss using the semi-regenerative method, importance sampling, and stratification to estimate the expected cumulative reward until hitting a fixed set of states for a discrete-time Markov chain o...
The Semi-Regenerative Method of Simulation Output Analysis
Variance reduction effi ciency improvement importance sampling bias reduction
2015/7/6
We develop a class of techniques for analyzing the output of simulations of a semi-regenerative process. Called the semi-regenerative method, the approach is a generalization of the regenerative metho...