The relaxation time heuristic for the initial transient problem in M/M/k queueing systems

The relaxation time heuristic for the initial transient problem in M/M/k queueing systems

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Article ID: iaor19972164
Country: Netherlands
Volume: 72
Issue: 2
Start Page Number: 376
End Page Number: 386
Publication Date: Jan 1994
Journal: European Journal of Operational Research
Authors:
Keywords: M/M/ queues
Abstract:

The relazation time heuristic is a technique for reducing initialization bias in Monte-Carlo simulation of stationary, infinite-capacity, Markovian queueing systems. It differs from many existing methods in that no preliminary simulation runs are required; it is based on characteristics of the underlying theoretical model. The paper presents results of experiments designed to validate the technique for estimating, with virtually no added cost, the steady-state expected number of customers in M/M/k queueing systems

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