可修件系统中瞬态性能估计的控制变量模型

Control Variate Models for Estimating Transient Performance Measures in Repairable Item Systems

Management Science · 1992
被引 5
人大 A+FT50UTD24ABS 4*

中文导读

提出一种新方法,通过比较无限源与有限源可修件系统,利用无限源模型的解析解作为控制变量,高效估计有限源系统的瞬态性能,并减少估计方差。

Abstract

We develop a new modeling idea for comparing infinite-source, ample-server models (∞/∞) 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 ∞/∞ system and allows the analytical solution of the ∞/∞ model to be used as a control variate. We show that using ∞/∞ 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 ∞/∞ models are good approximations for f/f systems.

控制变量法无限源模型有限源模型方差缩减