The Use of Refined Descriptive Sampling and Applications in Parallel Monte Carlo Simulation

Authors

  • Abdelouhab Aloui
  • Megdouda Ourbih Tari

Keywords:

Monte Carlo, sampling, parallel simulation, queuing system, Pert network, Inventory

Abstract

Refined descriptive sampling is designed to improve upon the descriptive sampling method for experimentation in simulation. The former reduces significantly the risk of sampling bias generated by descriptive sampling and eliminates its problem related to the sample size. In this paper, we propose an optimal parallel Monte Carlo simulation algorithm using refined descriptive sampling and evaluate in parallel architecture, performance measures of a stable M/M/1 queueing system, a Pert network and the Newsboy problem.

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Author Biographies

Abdelouhab Aloui

Laboratory of Applied Mathematics
University of Bejaia
Algeria

Megdouda Ourbih Tari

Laboratory of Applied Mathematics
University of Bejaia
Algeria

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Published

2012-01-26

How to Cite

Aloui, A., & Tari, M. O. (2012). The Use of Refined Descriptive Sampling and Applications in Parallel Monte Carlo Simulation. Computing and Informatics, 30(4), 681–700. Retrieved from http://147.213.75.17/ojs/index.php/cai/article/view/190

Issue

Vol. 30 No. 4 (2011): Computing and Informatics

Section

Articles