Estimating the Sojourn time sensitivity in queueing networks using perturbation analysis

DOI10.1007/BF00938944zbMath0595.60087OpenAlexW2087042423MaRDI QIDQ1077824

Yu-Chi Ho, Xi-Ren Cao

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938944

zbMATH Keywords

numerical experimentsperformance measurescomputation of the sensitivitiessample path perturbation analysis techniquesensitivity problem

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (10)

Generalized estimates for performance sensitivities of stochastic systems ⋮ Generalized sensitivity analysis of ergodic stochastic systems ⋮ System representations and performance sensitivity estimates of discrete event systems ⋮ Performance optimization of queueing systems with perturbation realization ⋮ Parameterized Markov decision process and its application to service rate control ⋮ Full-state perturbation analysis of discrete event dynamic systems ⋮ Optimizing discrete event dynamic systems via the gradient surface method ⋮ Augmented infinitesimal perturbation analysis: An alternate explanation ⋮ Conditioning for variance reduction in estimating the sensitivity of simulations ⋮ Optimization and sensitivity analysis of computer simulation models by the score function method

Cites Work

• On the perturbation analysis of discrete-event dynamic systems
• Infinitesimal and finite perturbation analysis for queueing networks
• Regenerative simulation of response times in networks of queues
• Perturbation analysis and optimization of queueing networks
• Convergence of parameter sensitivity estimates in a stochastic experiment
• An event domain formalism for sample path perturbation analysis of discrete event dynamic systems
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• A Proof for the Queuing Formula: L = λW
• The Distribution of Queuing Network States at Input and Output Instants
• A generating function approach to queueing network analysis of multiprogrammed computers
• Computational algorithms for closed queueing networks with exponential servers

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