Controlled sequential bifurcation: A new factor-screening method for discrete-event simulation

Hong Wan*, Bruce E. Ankenman, Barry L. Nelson

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

53 Scopus citations

Abstract

Screening experiments are performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Sequential bifurcation (SB) is a recent screening method that is well suited for simulation experiments; the challenge is to prove the "correctness" of the results. This paper proposes controlled sequential bifurcation, a procedure that incorporates a hypothesis-testing approach into SB to control error and power. A detailed algorithm is given, conditions that guarantee performance are provided, and an empirical evaluation is presented.

Original languageEnglish (US)
Pages (from-to)743-755
Number of pages13
JournalOperations Research
Volume54
Issue number4
DOIs
StatePublished - Jul 2006

Keywords

  • Factor screening
  • Sequential bifurcation
  • Simulation: design of experiments
  • Statistical analysis

ASJC Scopus subject areas

  • Computer Science Applications
  • Management Science and Operations Research

Fingerprint Dive into the research topics of 'Controlled sequential bifurcation: A new factor-screening method for discrete-event simulation'. Together they form a unique fingerprint.

Cite this