A Sample Performance Function of Closed Jackson Queueing Networks

DOI10.1287/OPRE.36.1.128MaRDI QIDQ3784949zbMATH OpenOpenAlexFDO

Authors Xi-Ren Cao

Publication date 1988

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.36.1.128

zbMATH Keywords

infinitesimal perturbation analysisqueueing networkJackson queueing networkoptimization of stochastic systemssample performance function

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cited in

(16)

• Obtaining sample path derivatives by source code instrumentation
• Smoothed perturbation analysis for queues with finite buffers
• Analysing sojourn times in queueing networks: A structural approach.
• Smoothed perturbation analysis algorithms for estimating the derivatives of occupancy-related functions in serial queueing networks
• Approximation Algorithm and Perfect Sampler for Closed Jackson Networks with Single Servers
• The convergence property of sample derivatives in closed Jackson queueing networks
• Realization probability and throughput sensitivity in a closed jackson network
• A simple performability estimate for Jackson networks with an unreliable output channel
• Smoothed perturbation analysis derivative estimation for Markov chains
• Performance sensitivity analysis of open Markovian queueing networks
• A new method of performance sensitivity analysis for non-Markovian queueing networks
• Sample path and performance homogeneity of discrete event dynamic systems
• Augmented infinitesimal perturbation analysis: An alternate explanation
• An operational approach to perturbation analysis of closed queuing networks
• Consistency of infinitesimal perturbation analysis for the GI/G/m queue
• Full-state perturbation analysis of discrete event dynamic systems

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