AN OPTIMAL TERMINATION TESTING PROCEDURE FOR DISCRETE-EVENT SIMULATIONS

In this paper we consider discrete-event simulations which yield resul ts until a termination condition is satisfied. The simulation can proc eed beyond this time, but no useful information is generated. The time at which the termination condition will be satisfied is not known ini tially, and is taken to be randomly distributed with some prescribed d ensity. It is necessary, therefore, to periodically check the terminat ion condition, and this consumes CPU time. The question that we addres s is how to distribute checking time to minimize expected CPU expendit ure. We do this by taking a limit in which the cost of checking is sma ll, and then minimizing the limiting expected CPU expenditure. In gene ral, uniformly distributed checking times are not optimal. The layouts of checking times which are generated by our minimization procedure c an significantly outperform constant checking intervals.