Realization probabilities. The dynamics of queuing systems
closed Jackson networksgeneralized semi-Markov processesoptimization problems in queueing theoryparametric sensitivityperformance sensitivityqueueing system theorysensitivity in some networkssteady-state performance sensitivity formulas
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Markov renewal processes, semi-Markov processes (60K15) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Queues and service in operations research (90B22)
From the author's introduction (Chapter 1): ``The conventional approach used in the queueing system theory to obtain the steady-state performance sensitivity is mainly based on the probability and the stochastic process theories. With this approach, the explicit form for steady-state probability is first derived; the formula for the steady-state performance is then obtained; and the performance sensitivity with respect to a system parameter is finally obtained by taking the derivative of the performance formula. This book presents another approach to derive the steady-state performance sensitivity formulas. The approach is an analogue to the linearization of a perturbed nonlinear continuous variable system along its trajectories; it is based on the dynamic nature of queueing systems. The main idea of this approach is to study the final effect of a small perturbation in a sample path of a queueing system on a performance function. This final effect is measured by a quantity defined as the realization probability or its extension, the realization factor... A set of linear equations can be derived for realization probabilities, and performance sensitivity formulas can be obtained in terms of these realization probabilities... The approach explores the dynamic feature of a queueing network... the results obtained by this approach provide a new perspective of queueing systems... First, since the realization probability measures the final effect of a small perturbation on a performance function, it contains more information than the parametric sensitivity... Next, the new approach is based on studying the evolution of sample path of a queueing system... This feature is very important because for most systems there is no closed form solution for the steady-state performance, and simulation is the only way to obtain the performance sensitivity... Finally, based on this approach, explicit forms can be obtained for the sensitivity in some networks... As an application of the realization probability, we shall show that these sensitivity formulas lead to some important optimal control policies. The book applies the dynamic point of view to the study of queueing networks and can be viewed as a complement to the existing queueing theory books. The book is organized as follows. Chapter 2 ``Mathematical background: review of the fundamental mathematics that are related to the topics presented in the book; Chapter 3 ``Realization probabilities in closed Jackson networks: the dynamic approach is applied to study closed Jackson networks; Chapters 4-6 ``Realization factors in state-dependent networks, ``Systems with general distributions, ``Multiclass networks and networks with blocking: the concepts and results of Chapter 3 are extended to other networks and to general performance functions: In Chapter 7 (``Sensitivity analysis of generalized semi-Markov processes) the results are extended further to the generalized semi-Markov processes. In Chapter 8 (``Operational sensitivity analysis) so-called ``operational approach is used to derive the sensitivity formulas by using ``operational variables such as the ``realization ratio. Chapter 9 contains the application of realization theory to the optimization problems in queueing theory.
- Realization factors and sensitivity analysis of queueing networks with state-dependent service rates
- Realization probability in closed Jackson queueing networks and its application
- Sensitivity formulas of performance in closed state-dependent queueing networks
- Performance sensitivity analysis of open Markovian queueing networks
- Sensitivity analysis of general performance measures of queueing networks with state-dependent service rates
- Realization probability in multi-class closed queueing networks
- A linear algebraic formulation of the performance sensitivities of queueing networks
- Perturbation analysis of discrete event systems: Concepts, algorithms, and applications
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation
- Basic ideas for event-based optimization of Markov systems
- Relations between performance potentials and infinitesimal realization factors in closed queueing networks
- Sensitivity analysis of regenerative queuing models
- A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue
- A unified approach to Markov decision problems and performance sensitivity analysis
- Performance optimization for a class of generalized stochastic Petri nets
- Measure-valued differentiation for Markov chains
- Service rate control of closed Jackson networks from game theoretic perspective
- Sensitivity formulas of performance in closed state-dependent queueing networks
- Realization probability in closed Jackson queueing networks and its application
- An overview for Markov decision processes in queues and networks
- Realization factors and sensitivity analysis of queueing networks with state-dependent service rates
- What you should know about simulation and derivatives
- The Dynamics and the Uncertainty of Queues at Fixed and Actuated Controls: A Probabilistic Approach
- scientific article; zbMATH DE number 4069994 (Why is no real title available?)
- Calculation of sensitivities of throughputs and realization probabilities in closed queueing networks with finite buffer capacities
- scientific article; zbMATH DE number 3476427 (Why is no real title available?)
- Performance optimization of queueing systems with perturbation realization
- A tutorial on event-based optimization -- a new optimization framework
- Real-Time Reconstruction of a Counting Process Through First-Come-First-Serve Queue Systems
- A neural network approach to performance analysis of tandem lines: the value of analytical knowledge
- Queues with auto-correlated service times
- A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases
- IPA for stationary problems
- Policy iteration for customer-average performance optimization of closed queueing systems
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