Simulation and optimization in transportation: a short review

This review discusses some issues related to the use of simulation in transportation analysis. Potential pitfalls are identified and discussed. An overview of some methods relevant to the use of an advanced simulation tool in an optimization context is also provided

Regenerative simulation with internal controls

A new variance reduction technique is introduced called internal control variables, to be used in the context of regeneration simulations. The idea is to identify a sequence of control random variables, each one defined within a regenerative cycle, whose mean can be calculated analytically. These controls should be highly correlated with the usual quantities observed in a regenerative simulation. This correlation reduces the variance of the estimate for the parameter of interest. Numerical examples are included for the waiting time process of an M/M/1 queue and for several Markov chains. (Author)http://archive.org/details/regenerativesimu00lew