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Automatic run-time choice for simulation length in mimesis

M. BeckerA.-L. BeylotG. DammW.-Y. Thang — 2010

RAIRO - Operations Research

This paper presents an algorithm which prevents a simulation user from choosing a simulation length. This choice is always tricky and often leads to CPU-time waste, not to mention user-time waste. Too often, simulation users forget to compute confidence intervals: they only guess a simulation length and ignore the confidence on the simulation results. Those who do compute them generally try several lengths (and thus run several simulations) so as to obtain small enough confidence intervals. The...

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