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
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