순차적인 재생적 시뮬레이션에 관한 연구

A Study on the Sequential Regenerative Simulation

Regenerative simulation (RS) is a method of stochastic steady-state simulation in which output data are collected and analysed within regenerative cycles (RCs). Since data collected during consecutive RCs are independent and identically distributed, there is no problem with the initial transient period in simulated processes, which is a perennial issue of concern in all other types of steady-state simulation. In this paper, we address the issue of experimental analysis of the quality of sequential regenerative simulation in the sense of the coverage of the final confidence intervals of mean values. The ultimate purpose of this study is to determine the best version of RS to be implemented in Akaroa2 [1], a fully automated controller of distributed stochastic simulation in LAN environments.