Estimating the Sojourn time sensitivity in queueing networks using perturbation analysis

DOI10.1007/BF00938944MaRDI QIDQ1077824zbMATH OpenOpenAlexFDO

Authors 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 experimentsperformance measurescomputation of the sensitivitiessample path perturbation analysis techniquesensitivity problem

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cites work

• A Proof for the Queuing Formula: L = λW
• A generating function approach to queueing network analysis of multiprogrammed computers
• An event domain formalism for sample path perturbation analysis of discrete event dynamic systems
• Computational algorithms for closed queueing networks with exponential servers
• Convergence of parameter sensitivity estimates in a stochastic experiment
• Infinitesimal and finite perturbation analysis for queueing networks
• On the perturbation analysis of discrete-event dynamic systems
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Perturbation analysis and optimization of queueing networks
• Regenerative simulation of response times in networks of queues
• The Distribution of Queuing Network States at Input and Output Instants

Cited in

(13)

• Performance optimization of queueing systems with perturbation realization
• Conditioning for variance reduction in estimating the sensitivity of simulations
• Analysing sojourn times in queueing networks: A structural approach.
• 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
• Optimization and sensitivity analysis of computer simulation models by the score function method
• Optimizing discrete event dynamic systems via the gradient surface method
• Conditional expected sojourn times in insensitive queueing systems and networks
• Parameterized Markov decision process and its application to service rate control
• Augmented infinitesimal perturbation analysis: An alternate explanation
• Evaluating mean sojourn time estimates for the \(M/M/1\) queue
• Full-state perturbation analysis of discrete event dynamic systems

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