• DocumentCode
    2617305
  • Title

    Feasibility study of variance reduction in the Logistics Composite model

  • Author

    Cole, George P., III ; Johnson, Alan W. ; Miller, J.O.

  • Author_Institution
    Air Force Inst. of Technol., Wright Patterson AFB
  • fYear
    2007
  • fDate
    9-12 Dec. 2007
  • Firstpage
    1410
  • Lastpage
    1416
  • Abstract
    The logistics composite model (LCOM) is a stochastic, discrete-event simulation that relies on probabilities and random number generators to model scenarios in a maintenance unit and estimate optimal manpower levels through an iterative process. Models such as LCOM involving pseudo-random numbers inevitably have a variance associated with the output of the model for each run. Reducing this output variance can be costly in the additional time needed for multiple replications. This research explores the application of three different methods for reducing the variance of the model´s output. The methods include common random numbers, control variates, and antithetic variates. The result is a successful variance reduction in the primary output statistics of interest using the application of the control variates technique, as well as a methodology for the implementation of control variates in LCOM.
  • Keywords
    discrete event simulation; estimation theory; iterative methods; labour resources; logistics; maintenance engineering; military computing; probability; random number generation; stochastic processes; air force; antithetic variates; control variates; discrete-event simulation; feasibility study; iterative process; logistics composite model; maintenance unit; optimal manpower level estimation; primary output statistics; probability; pseudo-random numbers; random number generators; stochastic simulation; variance reduction; Discrete event simulation; Engineering management; Force control; Logistics; Optimal control; Random number generation; Statistics; Stochastic processes; Technology management; Weapons;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Simulation Conference, 2007 Winter
  • Conference_Location
    Washington, DC
  • Print_ISBN
    978-1-4244-1306-5
  • Electronic_ISBN
    978-1-4244-1306-5
  • Type

    conf

  • DOI
    10.1109/WSC.2007.4419750
  • Filename
    4419750