Controlled sequential bifurcation: a new factor-screening method for discrete-event simulation

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 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 (CSB), a procedure that incorporates a two-stage hypothesis-testing approach into SB to control error and power. A detailed algorithm is given, performance is proved and an empirical evaluation is presented.