dc.contributor.advisor Andradottir, Sigrun dc.contributor.author Lee, Judy S. dc.date.accessioned 2015-06-08T18:15:06Z dc.date.available 2015-06-09T05:30:07Z dc.date.created 2014-05 dc.date.issued 2014-04-08 dc.date.submitted May 2014 dc.identifier.uri http://hdl.handle.net/1853/53457 dc.description.abstract In this thesis, we present and analyze three algorithms that are designed to make computer simulation more efficient, valid, and/or applicable. The first algorithm uses simulation cloning to enhance efficiency in transient simulation. Traditional simulation cloning is a technique that shares some parts of the simulation results when simulating different scenarios. We apply this idea to transient simulation, where multiple replications are required to achieve statistical validity. Computational savings are achieved by sharing some parts of the simulation results among several replications. We improve the algorithm by inducing negative correlation to compensate for the (undesirable) positive correlation introduced by sharing some parts of the simulation. Then we identify how many replications should share the same data, and provide numerical results to analyze the performance of our approach. The second algorithm chooses a set of best systems when there are multiple candidate systems and multiple objectives. We provide three different formulations of correct selection of the Pareto optimal set, where a system is Pareto optimal if it is not inferior in all objectives compared to other competing systems. Then we present our Pareto selection algorithm and prove its validity for all three formulations. Finally, we provide numerical results aimed at understanding how well our algorithm performs in various settings. Finally, we discuss the estimation of input distributions when theoretical distributions do not provide a good fit to existing data. Our approach is to use a quasi-empirical distribution, which is a mixture of an empirical distribution and a distribution for the right tail. We describe an existing approach that involves an exponential tail distribution, and adapt the approach to incorporate a Pareto tail distribution and to use a different cutoff point between the empirical and tail distributions. Then, to measure the impact, we simulate a stable M/G/1 queue with a known inter-arrival and unknown service time distributions, and estimate the mean and tail probabilities of the waiting time in queue using the different approaches. The results suggest that if we know that the system is stable, and suspect that the tail of the service time distribution is not exponential, then a quasi-empirical distribution with a Pareto tail works well, but with a lower bound imposed on the tail index. dc.format.mimetype application/pdf dc.language.iso en_US dc.publisher Georgia Institute of Technology dc.subject Simulation cloning dc.subject Output analysis dc.subject Efficiency dc.subject Antithetic variables dc.subject Splitting dc.subject Ranking and selection dc.subject Multiple objectives dc.subject Probability of correct selection dc.subject Simulation optimization dc.subject Pareto optimality dc.subject Power-law distributions dc.subject Quasi-empirical distributions dc.title Advances in simulation: validity and efficiency dc.type Text dc.description.degree Ph.D. dc.contributor.department Industrial and Systems Engineering dc.embargo.terms 2015-05-01 thesis.degree.level Doctoral dc.contributor.committeeMember Ayhan, Hayriye dc.contributor.committeeMember Fujimoto, Richard dc.contributor.committeeMember Goldsman, David M. dc.type.genre Dissertation dc.date.updated 2015-06-08T18:15:06Z
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