A relaxation time heuristic for exponential-erlang queueing systems

Abstract The relaxation time heuristic is a technique for reducing initialization bias in the simulation of stationary, infinite-capacity, Markovian queueing systems. It differs from many existing methods in that no preliminary simulation runs are required; it is based on characteristics of the underlying theoretical model. We apply and evaluate the relaxation time heuristic for estimation of the steady-state expected number of customers in M / E k /1 and E k / M /1 queueing systems.

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