Controlled Sequential Bifurcation: A New Factor-Screening Method for Discrete-Event Simulation
Hong Wan, Bruce E. Ankenman, Barry L. Nelson
Operations Research · 2006 · Volume 54 · Issue 4
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.
Keywords
simulation: design of experiments, statistical analysis, factor screening, sequential bifurcation
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