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Proceedings Paper

Concurrent simulation for ordinal comparison
Author(s): Liyi Dai
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Paper Abstract

Recent research has demonstrated that ordinal comparison, i.e., comparing relative orders of performance measures of different designs, is efficient in the comparison and selection of designs for discrete event dynamic systems. This paper is concerned with comparison and selection in concurrent simulation where a large number of sample paths under different designs are generated efficiently. Particularly, effect of correlation among simulation processes on the convergence of ordinal comparison is investigated. By using a concept of indicator process, bounds on the rate of convergence of ordinal comparison are obtained. Such bounds imply that perturbation analysis, a powerful technique for performance analysis of discrete event dynamic systems, can be advantageous for ordinal comparison. Simulation examples show that appropriate correlation can significantly increase the convergence of ordinal comparison. Furthermore, it is shown that positive quadrant dependence provides guaranteed acceleration of the convergence of ordinal comparison compared with independent simulations.

Paper Details

Date Published: 20 June 1997
PDF: 12 pages
Proc. SPIE 3083, Enabling Technology for Simulation Science, (20 June 1997); doi: 10.1117/12.276708
Show Author Affiliations
Liyi Dai, Washington Univ. (United States)


Published in SPIE Proceedings Vol. 3083:
Enabling Technology for Simulation Science
Alex F. Sisti, Editor(s)

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