Numerical methods for simulating transient, stochastic queueing networks-II: Experimental design

In a companion study, Simão and Powell have introduced a numerical, discrete-time approach for simulating stochastic transient networks of bulk queues that often arise in consolidation networks. A set of approximations was proposed in order to produce a computationally tractable algorithm. This paper describes the numerical methods actually used for calculating probabilities and the results of extensive numerical experiments which test the accuracy of those approximations and the overall efficiency of the procedure, vis-à-vis the alternative Monte Carlo method.