Concurrent estimation

In discrete event simulation concurrent estimation is a technique used to estimate the effect of alternate parameter settings on a discrete event system. For example from observation of a (computer simulated) telecommunications system with a specified buffer size B_0, one estimates what the performance would be if the buffer size had been set to the alternate values B_1,\ldots,B_n. Effectively the technique generates (during a single simulation run) n alternative histories for the system state variables, which have the same probability of occurring as the main simulated state path; this results in a computational saving as compared to running n additional simulations, one for each alternative parameter value.

The technique was developed by Cassandras,[1] Strickland and Panayiotou.[2]

References

  • Cassandras, C.G.; Lafortune, S. (2008). Introduction to Discrete Event Systems. Springer. ISBN 0-387-33332-0. 
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