P. Feldman et al., AN OPTIMAL TERMINATION TESTING PROCEDURE FOR DISCRETE-EVENT SIMULATIONS, Mathematics and computers in simulation, 44(1), 1997, pp. 81-98
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.