Effectiveness of Jackson Networks as Control Variates for Queueing Network Simulation

摘要

Control variates based on Jackson networks are investigated for variance reduction in open queueing network simulations. Two types of control variates are studied: an external obtained from simulating a similar Jackson network, and a new analytic control derived from the parametric equations of the Jackson model. The analytic control eliminates the need for a second simulation required of true external controls. The analytic controls showed considerable promise for reducing the variance of server utilizations, but indicated the need for additional study of the effects of batch size and network structure on control variate performance. (Author)