Amplitude selection in transient sensitivity analysis

Douglas J. Morrice, Sheldon Howard Jacobson

Research output: Contribution to journalArticle

Abstract

Most research in computer simulation sensitivity analysis can be classified as steady state sensitivity analysis. This paper considers an approach to transient sensitivity analysis, i.e., an approach to study the transient behavior of a performance measure in response to changes in one or more input factors. We examine the issue of factor magnitude change (or factor amplitude) selection and how the choice of factor amplitudes impacts the overall analysis. We also consider a control variate variance reduction scheme designed to improve performance when small amplitude changes are used. A tandem queue example illustrates the results.

Original languageEnglish (US)
Pages (from-to)330-335
Number of pages6
JournalWinter Simulation Conference Proceedings
StatePublished - 1995
Externally publishedYes

ASJC Scopus subject areas

  • Chemical Health and Safety
  • Software
  • Safety, Risk, Reliability and Quality
  • Applied Mathematics
  • Modeling and Simulation

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