Single-replication simulation

The problem of analyzing simulations in a single replication is considered. This type of analysis would facilitate efficient examination of a number of simulated process control strategies over a short horizon. For such problems, a detailed simulation study would not be feasible, and ideally a single simulation replication per alternative would be desired. The ultimate goal is to establish a methodology for single-replication simulation using control or alteration of the underlying stochastic processes. The proposed methodologies consist of two approaches for altering the simulation model while adequately modeling the likely behavior of the real system. The first approach eliminates certain sources of variation; for instance, events of low probability that have substantial effect on the system output are ignored. The second approach simply alters other sources of variation of some probability distributions