Concurrent estimation

In discrete event simulation concurrent estimation is a technique used to estimate the effect of alternate parameter settings on a discrete event system. For example from observation of a (computer simulated) telecommunications system with a specified buffer size ${\displaystyle B_{0}}$, one estimates what the performance would be if the buffer size had been set to the alternate values ${\displaystyle B_{1},\ldots ,B_{n}}$. Effectively the technique generates (during a single simulation run) ${\displaystyle n}$ alternative histories for the system state variables, which have the same probability of occurring as the main simulated state path; this results in a computational saving as compared to running ${\displaystyle n}$ additional simulations, one for each alternative parameter value.

The technique was developed by Cassandras, Strickland and Panayiotou.