Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue

DOI10.1287/MNSC.34.1.39zbMATH Open0636.60102OpenAlexW2104726827MaRDI QIDQ3776355FDOQ3776355

Authors: Rajan Suri, Michael A. Zazanis 

Publication date: 1988

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.34.1.39

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zbMATH Keywords

perturbation analysisstrongly consistent estimatesparameter sensitivitiesapplications to optimization problemssensitivity of mean system time

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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• Optimization of Uniform Non-Markov Queueing Networks Using Resources and Transition Probabilities Redistribution
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• Perturbation analysis and Malliavin calculus
• A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization
• Analysis of \(2^4\) factorial design for a controllable M/G/1 system
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• Estimating the Sojourn time sensitivity in queueing networks using perturbation analysis
• Optimizing uniform non-Markov queueing networks
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• Stationary IPA estimates for nonsmooth \(G/G/1/\infty\) functionals via Palm inversion and level-crossing analysis
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• Full-state perturbation analysis of discrete event dynamic systems
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• Stochastic dynamics simulation with generalized interval probability
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• Likelihood ratio sensitivity analysis for class of queuing systems in transient analysis
• System error analysis based on one-at-a-time perturbations
• On derivative estimation of single-server queues via structural infinitesimal perturbation analysis
• Sensitivity examination of the simulation result of discrete event dynamic systems with perturbation analysis

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