An infinitesimal perturbation analysis algorithm for a multiclass G/G/1 queue

DOI10.1016/0167-6377(90)90038-7zbMath0703.60091OpenAlexW2083892545MaRDI QIDQ916216

Elsie Sterbin Gottlieb

Publication date: 1990

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(90)90038-7

zbMATH Keywords

queueing networkssensitivity analysesPerturbation analysisSimulation of complex systems

Mathematics Subject Classification ID

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

Related Items (5)

Infinitesimal perturbation analysis of a queueing system with bursty traffic ⋮ Sensitivity Analysis of Continuous Time Bayesian Network Reliability Models ⋮ Augmented infinitesimal perturbation analysis: An alternate explanation ⋮ Smoothing complements and randomized score functions ⋮ Consistency of infinitesimal perturbation analysis for the GI/G/m queue

Cites Work

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• Infinitesimal perturbation analysis of birth and death process
• On the efficient generation of discrete event sample paths under different system parameter values
• Convergence of parameter sensitivity estimates in a stochastic experiment
• Performance evaluation and perturbation analysis of discrete event dynamic systems
• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue

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