RATE ANALYSIS FOR OFFLINE SIMULATION ONLINE APPLICATION

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review

4 Scopus Citations
View graph of relations

Author(s)

Related Research Unit(s)

Detail(s)

Original languageEnglish
Title of host publication2019 Winter Simulation Conference (WSC)
PublisherInstitute of Electrical and Electronics Engineers, Inc.
Pages3468-3479
ISBN (electronic)978-1-7281-3283-9
Publication statusPublished - Dec 2019

Publication series

NameProceedings - Winter Simulation Conference
Volume2019-December
ISSN (Print)0891-7736

Conference

Title2019 Winter Simulation Conference, WSC 2019
PlaceUnited States
CityNational Harbor
Period8 - 11 December 2019

Abstract

We consider a recently proposed simulation-based decision-making framework, called offline-simulation-online-application (OSOA). In this framework, simulation experiments are not performed after the target problem is set up with all the input parameters; instead, they are performed before that with all the possible parameters that might come up in the target problem. Then, these computational results are directly used in real time for system evaluation or system optimization when the input parameters of the target problem are known. In this paper, we follow this framework and use stochastic kriging (SK) to model the system performance from the covariate space. Two measures, namely IMSE and IPFS, are proposed to evaluate the prediction errors for system evaluation and system optimization respectively. We establish the convergence rates of these two measures. They quantify the magnitude of prediction errors for the online application after a certain period of time is spent for the offline simulation.

Citation Format(s)

RATE ANALYSIS FOR OFFLINE SIMULATION ONLINE APPLICATION. / Gao, Siyang; Li, Cheng; Du, Jianzhong.
2019 Winter Simulation Conference (WSC). Institute of Electrical and Electronics Engineers, Inc., 2019. p. 3468-3479 9004834 (Proceedings - Winter Simulation Conference; Vol. 2019-December).

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review