Output analysis for terminating simulations with partial observability

Abstract

In this paper we propose methods of output analysis for terminating simulations when the researcher is unable to fully specify the initial state of the simulation using observations of the real system. We call this situation “partial observability” and argue that it is common in practice, especially in the case of complex agent-based simulations. We provide classification of situations where not all input parameters or simulation state variables are observable and for each case we propose a method of terminating simulation output analysis. In particular, we focus on the situation where a rare event needs to be analyzed, since it requires careful design of a simulation experiment in order to minimize the computational budget and avoid bias in the output predictions.