EVALUATION OF STARTUP POLICIES IN SIMULATION EXPERIMENTS

This paper describes a procedure for evaluating proposed startup policies that define the initial conditions and the truncation point in a simulation experiment. The evaluation procedure involves the tabulation of bias, variance, and mean square error of the sample mean over a fixed range of truncation points and initial conditions. For each policy, the tabulated values are averaged with respect to an empirical trancation-point distribution based on independent model runs. These results are used to construct confidence intervals for the steady-state mean with the same average length for all policies; the corresponding average confidence interval coverage can then be used to compare policies. To illustrate the procedure, several well-known policies are evaluated for two finite-state Markovian queueing systems-a single-server queue with a capacity of 15 and a machine-repair system with 3 repairmen and 14 machines.