Estimating the Sojourn time sensitivity in queueing networks using perturbation analysis
From MaRDI portal
Publication:1077824
DOI10.1007/BF00938944zbMath0595.60087MaRDI QIDQ1077824
Publication date: 1987
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
numerical experiments; performance measures; computation of the sensitivities; sample path perturbation analysis technique; sensitivity problem
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
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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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- Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
- A Proof for the Queuing Formula: L = λW
- The Distribution of Queuing Network States at Input and Output Instants
- A generating function approach to queueing network analysis of multiprogrammed computers
- Computational algorithms for closed queueing networks with exponential servers
