Controlled sequential bifurcation: a new factor-screening method for discrete-event simulation

Controlled sequential bifurcation: a new factor-screening method for discrete-event simulation

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Article ID: iaor20081503
Country: United States
Volume: 54
Issue: 4
Start Page Number: 743
End Page Number: 755
Publication Date: Jul 2006
Journal: Operations Research
Authors: , ,
Keywords: statistics: experiment
Abstract:

Screening experiments are performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Sequential bifurcation (SB) is a recent screening method that is well suited for simulation experiments; the challenge is to prove the ‘correctness’ of the results. This paper proposes controlled sequential bifurcation, a procedure that incorporates a hypothesis-testing approach into SB to control error and power. A detailed algorithm is given, conditions that guarantee performance are provided, and an empirical evaluation is presented.

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