Estimating the Sojourn time sensitivity in queueing networks using perturbation analysis (Q1077824)

The sample path perturbation analysis technique developed earlier for the analysis of throughput sensitivities [see e.g., the authors, ibid. 40, 559-582 (1983; Zbl 0496.90034)] is extended to the performance measures involving mean sojourn times of customers. The major features of the sojourn time sensitivity problem are twofold. Firstly, it is a performance associated with servers, and not with customers. Secondly, the average sojourn time in any finite observation period can be a discontinuous function of mean service times when blocking is involved in a system. This discontinuity causes errors which must be accounted for in the estimation of sensitivities. Numerical experiments and analysis validate this method of computation of the sensitivities.