Alignment in ordinal comparison of DEDS with application to the simulation of communication networks

In the design and optimization of discrete event dynamic systems (DEDS), it is often necessary to order alternative designs based on their relative performance, i.e., to rank them from best to worst. In this paper, alignment of observed performance orders with true orders is considered, and properties of the alignment are investigated. It is shown that Spearman´s rank correlation coefficient converges exponentially in the simulation time or observation time, which gives a strong evidence of the efficiency of order comparison for DEDS. In the context of simulation, the effect of simulation dependence on the alignment is also discussed. It is found that neither independent simulation nor the scheme of common random numbers (CRN), a popular scheme for variance reduction, can yield dominant performance. Finally, numerical examples based on a networking optimization problem are provided to illustrate the convergence of Spearman´s coefficient. In these examples, the standard clock (SC) simulation technique provides much faster convergence than either independent simulations or CRN simulations