Perturbation analysis of the \(GI/GI/1\) queue

DOI10.1007/BF01158763zbMath0812.60085MaRDI QIDQ1342953

Michael A. Zazanis, Rajan Suri

Publication date: 14 May 1995

Published in: Queueing Systems (Search for Journal in Brave)

zbMATH Keywords

simulationsensitivity analysisqueueing processesperturbation analysis algorithmssecond derivatives estimation

Mathematics Subject Classification ID

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

Related Items (2)

Derivative estimation via stochastic intensities: Event averages in queueing systems ⋮ State-dependent control of a single stage hybrid system with Poisson arrivals

Cites Work

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• Perturbation analysis and optimization of queueing networks
• Strongly Consistent Steady-State Derivative Estimates
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Open Queueing Systems in Light Traffic
• A Renewal Theoretic Approach to Bias Reduction in Regenerative Simulations
• Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices
• Sensitivity analysis for stationary and ergodic queues
• Convergence Properties of Infinitesimal Perturbation Analysis Estimates
• Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems
• Sensitivity analysis for stationary and ergodic queues: additional results
• The limiting value of derivative estimators based on perturbation analysis
• Sensitivity Analysis for Simulations via Likelihood Ratios
• Some inequalities for the queue GI/G/1
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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