CAREER: Comparing Alternative System Designs Using Simulation

这个项目涉及开发渐近有效的模拟程序，用于比较少数（少于20个）不同系统的稳态行为。大多数用于模拟的稳态比较结果都假设底层总体是正态分布的，并且每个总体的观测值都是独立且均匀分布的。这些假设在许多实际情况下是违反的，特别是在复杂的动态系统中，其中观测值可能高度相关且非正态分布。本研究在一个弱得多的假设下建立了随机过程稳态参数的同时置信区间，即底层随机过程满足泛函中心极限定理。该研究特别侧重于为两两比较的均值、对比、均值的线性组合、与控制的多重比较以及与最佳的多重比较开发同时置信区间。将开发一个软件包，其中包含所开发的新技术。教育部分需要开发两门新课程和模拟和建模实验室。用于比较模拟系统的有效技术的发展可以对广泛的工业问题产生重大影响，包括制造业和电信业的许多大规模问题，其中模拟可能是分析和决策的选择方法。

9624469 Nakayama This project involves the development of asymptotically valid simulation procedures for comparing the steady-state behavior of a small number (less than 20) of different systems. Most steady-state comparison results for simulation assume that the underlying populations are normally distributed, and that observations from each population are independent and identically distributed. These assumptions are violated in many practical situations, particularly in complex dynamic systems, where observations may be highly correlated and not normally distributed. This research develops simultaneous confidence intervals for steady-state parameters of stochastic processes under a much weaker assumption, namely that the underlying stochastic process satisfies a functional central limit theorem. The research focuses specifically on developing simultaneous confidence intervals for pairwise comparisons of means, contrasts, linear combinations of means, multiple comparisons with a control, and multiple comparisons with the best. A software package will be developed that incorporates the new techniques developed. The educational component entails the development of two new courses and simulation and modeling laboratory. The development of efficient techniques for comparing simulated systems can have a great impact on a wide spectrum of industrial problems, including many large-scale problems in manufacturing and telecommunications where simulation may be the method of choice for analysis and decision-making.