Simulation methods of queues: An overview
type: Item
instance of: scholarly article
title: Simulation methods of queues: An overview
zbMATH Open document ID: 0665.60101
DOI: 10.1007/BF01161216
author: Peter W. Glynn
author: Donald L. Iglehart
published in: Queueing Systems
publication date: 1988-01-01T00:00:00Z
review text: The paper gives an overview of those aspects of simulation methodology that exploit the stochastic structure of queueing systems. The main tool used for describing is a generalized semi-Markov process. The following main topics are covered: Basic methodology for the analysis of simulation output with estimation of transient and steady-state quantities; diffusion approximations for queues in heavy traffic with insight into the simulation run-length required to estimate steady-state quantities as the traffic intensity tends to unity; the ideas of variance reduction and efficiency improvement which permit the simulator to improve upon conventional estimation methods by incorporating knowledge of the stochastic system under consideration; seven techniques exploiting queueing-related stochastic structure. Finally, two methods (based on perturbation analysis and likelihood ratios) for estimating gradients of queueing performance parameters are discussed.
Mathematics Subject Classification ID: 60K25
zbMATH DE Number: 4088687
zbMATH Keywords: aspects of simulation methodology
zbMATH Keywords: queueing systems
zbMATH Keywords: semi-Markov process
zbMATH Keywords: diffusion approximations
zbMATH Keywords: steady-state quantities
zbMATH Keywords: perturbation analysis
zbMATH Keywords: performance parameters
reviewed by: László Lakatos
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01161216
OpenAlex ID: W2034526654
description: scientific article; zbMATH DE number 4088687