作者:Gallagher, MA; Bauer, KW; Maybeck, PS
摘要:Data truncation is a commonly accepted method of dealing with initialization bias in discrete-event simulation. An algorithm for determining the appropriate initial-data truncation point for univariate output is proposed. The technique entails averaging across independent replications and estimating a steady-state output model in a state-space framework. A Bayesian technique called Multiple Model Adaptive Estimation (MMAE) is applied to compute a time varying estimate of the output's steady-st...
作者:Hassin, R
摘要:The following example illustrates the problem treated in this paper: Two gas stations are located one after the other on a main road. A driver who needs to fill his tank sees the queue situation at the first station but not at the second one. The driver estimates the expected waiting time at the first station, compares it to the conditional expected waiting time at the second one, and decides which station to enter. The second station is assumed to be on the driver's route so that no extra cos...