Sensitivity analysis of regenerative queuing models

DOI10.1007/BF01150412zbMath0836.60102OpenAlexW2004302109MaRDI QIDQ1896700

Vladimir Kalashnikov, V. Sedunov

Publication date: 22 April 1996

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01150412

zbMATH Keywords

reliabilityperformance measuresderivativesregenerative processesqueueing modelssensitivity evaluationsimulation programsdiscrete event dynamical systems

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov renewal processes, semi-Markov processes (60K15)

Related Items (1)

Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)

Cites Work

• Regenerative simulation of response times in networks of queues
• Construction of a stationary regenerative process
• Decomposable score function estimators for sensitivity analysis and optimization of queueing networks
• Some topics in regenerative steady-state simulation
• Regenerative simulation of TES processes
• The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models
• Sensitivity Analysis for Simulations via Likelihood Ratios
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