Use of Control Variates in a Large-Scale Aggregated Combat Model

Abstract

In early fall 2004, the Air Force Studies and Analyses Agency (AFSAA) forwarded a proposed research topic, endorsed by the Air Force Chief of Staff, to the Department of Operational Sciences at the Air Force Institute of Technology. This topic requested an examination of potential variance reduction techniques (VRTs) for use with the THUNDER combat model. THUNDER is a large-scale, highly aggregated, discrete-event simulation of campaign-level military operations used to examine issues involving the utility and effectiveness of air and space power in a theater-level, joint warfare context. A new, state of the art combined multiple recursive generator was incorporated into THUNDER to synchronize the random inputs for common random numbers (CRN) and antithetic variates (AV). This work discusses the application of CRN, AV, and control variates (CV), within THUNDER, and the resulting variance reductions obtained for an example scenario.