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Infinitesimal perturbation analysis of a queueing system with bursty traffic

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Publication:1338769
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DOI10.1007/BF01440233zbMath0817.60092OpenAlexW1979843886MaRDI QIDQ1338769

Christos G. Cassandras, Jie Pan

Publication date: 6 August 1995

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01440233


zbMATH Keywords

simulation resultsqueueing systeminfinitesimal perturbation analysisgradient estimationbursty processes


Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)


Related Items

Parallel sample path generation for discrete event systems and the traffic smoothing problem



Cites Work

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  • An infinitesimal perturbation analysis algorithm for a multiclass G/G/1 queue
  • Strong consistency of sample path derivative estimates
  • Convergence of recursive optimization algorithms using infinitesimal perturbation analysis estimates
  • Variance properties of sample path derivatives of parametric random variables
  • Convergence of parameter sensitivity estimates in a stochastic experiment
  • Perturbation analysis of a multiclass queueing system with admission control
  • The limiting value of derivative estimators based on perturbation analysis
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