Estimating the Sojourn time sensitivity in queueing networks using perturbation analysis

DOI10.1007/BF00938944zbMath0595.60087MaRDI QIDQ1077824

Yu-Chi Ho, Xi-Ren Cao

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938944

zbMATH Keywords

numerical experiments; performance measures; computation of the sensitivities; sample path perturbation analysis technique; sensitivity problem

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

90B22: Queues and service in operations research

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

Related Items

Performance optimization of queueing systems with perturbation realization, Parameterized Markov decision process and its application to service rate control, Generalized estimates for performance sensitivities of stochastic systems, Generalized sensitivity analysis of ergodic stochastic systems, System representations and performance sensitivity estimates of discrete event systems, Full-state perturbation analysis of discrete event dynamic systems, Optimizing discrete event dynamic systems via the gradient surface method, Augmented infinitesimal perturbation analysis: An alternate explanation, Conditioning for variance reduction in estimating the sensitivity of simulations, Optimization and sensitivity analysis of computer simulation models by the score function method

Cites Work

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