Steady-state analysis in simulation : an application of Schriber's truncation rule to complex queueing systems

Abstract

The objective of many steady-state simulations is to study the behavior of a nonterminating system with a peak load of infinite duration. Due to the complexity of the system, the initial conditions of the system are often atypical that often requires the simulators to start the system with the empty and idle conditions. Consequently, deletion of some initial observations is required to reduce the initialization bias induced by atypical initial conditions. This paper studies the application of Schriber's truncation rule to the complex queueing systems (specifically, the two-machine and three-machine tandem queueing system) and the effects of parameter selection (i.e. parameters batch size and time between observations) on performance measures. Based on the previous studies of Schriber's rule on the one-machine system, parameters batch count and tolerance are held constant. Mean-squared error and half length are used as measures of accuracy and interval precision in comparing the results. The results of both systems show that time between observations and batch size are significant parameters, and the recommendations for the two-machine system can be generalized for the three-machine system. Increasing the number of machines in the system from two to three requires a careful reduction in the value of time between observations. Besides, multiple replications should be used to minimize the extreme results in determining the steady-state mean number of entities and the truncation point

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