Consistency of infinitesimal perturbation analysis for the GI/G/m queue

DOI10.1016/0377-2217(91)90328-SMaRDI QIDQ808561zbMATH OpenOpenAlexFDO

Authors Michael C. Fu, Jian-Qiang Hu

Publication date 1991

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(91)90328-s

zbMATH Keywords

simulationperturbation analysisqueueNumerical results

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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Cites work

• scientific article; zbMATH DE number 3656855 (Why is no real title available?)
• scientific article; zbMATH DE number 3522951 (Why is no real title available?)
• A Sample Performance Function of Closed Jackson Queueing Networks
• An infinitesimal perturbation analysis algorithm for a multiclass G/G/1 queue
• Convergence Properties of Infinitesimal Perturbation Analysis Estimates
• Extensions of infinitesimal perturbation analysis
• Infinitesimal Perturbation Analysis Estimates for Moments of the System Time of an M/M/1 Queue
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Perturbation analysis and optimization of queueing networks
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
• Steady-state sample path derivative estimators
• Structural conditions for perturbation analysis of queueing systems

Cited in

(8)

• Strong consistency of infinitesimal perturbation analysis for tandem queueing networks
• Consistency of perturbation analysis for a queue with finite buffer space and loss policy
• Stationary waiting time derivatives
• Sample path properties of the G/D/\(m\) queue
• scientific article; zbMATH DE number 4018074 (Why is no real title available?)
• Perturbation analysis of the \(\mathrm{GI}/\mathrm{M}/s\) queue
• Bias properties of infinitesimal perturbation analysis for systems with parallel servers
• Comparison of gradient estimation techniques for queues with non- identical servers

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