Customer-oriented finite perturbation analysis for queueing networks
type: Item
instance of: scholarly article
title: Customer-oriented finite perturbation analysis for queueing networks
zbMATH Open document ID: 0974.60085
DOI: 10.1023/A:1008345726373
published in: Discrete Event Dynamic Systems
publication date: 2000-12-06T00:00:00Z
review text: This concerns a FIFO multiserver queueing network with blocking. An appropriate point of view allows a sample path to be completely defined by a sequence of departure times of individual customers from the various stations (the outside world is modelled as a station). A recursion, called the sample path formula, is derived for the successive departure times defining a path. Different choices of service time distributions and buffer sizes are of iterest. These choices are modelled such as to correspond to the different elements of a parameter space. Suppose a sample path, i.e. a sequence of departure times, is generated by simulation under a given parameter. Then the sample path formula allows computing simultaneously an associated sequence of departure times corresponding to a perturbation of the given parameter. This is shown to be valid for certain types of perturbations and under additional assumptions for the queueing network, some of which are rather restrictive. Thus one simulation only is needed for producing a set of sample paths for different parameters. This saves work when estimating performance measures or looking for optimal parameter values.
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 90B15
zbMATH DE Number: 1508111
zbMATH Keywords: queueing networks
zbMATH Keywords: perturbation analysis
author: Bernd Heidergott
reviewed by: R. Schaßberger
MaRDI profile type: Publication
full work available at URL: a:1008345726373
OpenAlex ID: W2090128718
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description: scientific article; zbMATH DE number 1508111