Simulation of stochastic activity networks using path control variates
Avramidis, Athanassios N., Bauer, Kenneth W. and Wilson, James R. (1991) Simulation of stochastic activity networks using path control variates Naval Research Logistics (NRL), 38, (2), pp. 183201. (doi:10.1002/15206750(199104)38:2<183::AIDNAV3220380206>3.0.CO;2V).
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Description/Abstract
This article details several procedures for using path control variates to improve the accuracy of simulationbased point and confidenceinterval estimators of the mean completion time of a stochastic activity network (SAN). Because each path control variate is the duration of the corresponding directed path in the network from the source to the sink, the vector of selected path controls has both a known mean and a known covariance matrix. This information is incorporated into estimation procedures for both normal and nonnormal responses. To evaluate the performance of these procedures experimentally, we examine the bias, variance, and mean square error of the controlled point estimators as well as the average halflength and coverage probability of the corresponding confidenceinterval estimators for a set of SANs in which the following characteristics are systematically varied: (a) the size of the network (number of nodes and arcs); (b) the topology of the network; (c) the percentage of activities with exponentially distributed durations; and (d) the relative dominance of the critical path. The experimental results show that although large improvements in accuracy can be achieved with some of these procedures, the confidenceinterval estimators for normal responses may suffer serious loss of coverage probability in some applications.
Item Type:  Article  

Digital Object Identifier (DOI):  doi:10.1002/15206750(199104)38:2<183::AIDNAV3220380206>3.0.CO;2V  
ISSNs:  0894069X (print) 

Subjects:  
Organisations:  Mathematical Sciences  
ePrint ID:  337184  
Date : 


Date Deposited:  27 Apr 2012 13:12  
Last Modified:  17 Apr 2017 17:18  
Further Information:  Google Scholar  
URI:  http://eprints.soton.ac.uk/id/eprint/337184 
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