Average Regression-Adjusted Controlled Regenerative Estimates

Abstract

One often uses computer simulations of queueing systems to generate estimates of system characteristics along with estimates of their precision. Obtaining precise estimates, espescially for high traffic intensities, can require large amounts of computer time. Average regression-adjusted controlled regenerative estimates result from combining the two techniques of controlled regenerative estimates and average regression-adjusted regenerative estimates. Combining these two techniques can create estimates whose estimated mean-square error is much lower than can be obtained through using either technique alone.